By default the error terms do not correlate, the authors intended to mention that they did not use that kind of modification indices. It is usual to correlate items' residuals inside the same factor. Here is an example of a hierarchical model with three first-order factors, with factors variance fixed to one, and with no error terms correlated:
library(lavaan)
#> This is lavaan 0.6-7
#> lavaan is BETA software! Please report any bugs.
#>
HS.model3 <- ' visual =~ x1 + x2 + x3
textual =~ x4 + x5 + x6
speed =~ x7 + x8 + x9
higher =~ visual + textual + speed'
fit6 <- cfa(HS.model3, data = HolzingerSwineford1939, std.lv=T)
summary(fit6)
#> lavaan 0.6-7 ended normally after 36 iterations
#>
#> Estimator ML
#> Optimization method NLMINB
#> Number of free parameters 21
#>
#> Number of observations 301
#>
#> Model Test User Model:
#>
#> Test statistic 85.306
#> Degrees of freedom 24
#> P-value (Chi-square) 0.000
#>
#> Parameter Estimates:
#>
#> Standard errors Standard
#> Information Expected
#> Information saturated (h1) model Structured
#>
#> Latent Variables:
#> Estimate Std.Err z-value P(>|z|)
#> visual =~
#> x1 0.439 0.194 2.257 0.024
#> x2 0.243 0.108 2.253 0.024
#> x3 0.320 0.138 2.326 0.020
#> textual =~
#> x4 0.842 0.064 13.251 0.000
#> x5 0.937 0.071 13.293 0.000
#> x6 0.780 0.060 13.084 0.000
#> speed =~
#> x7 0.522 0.066 7.908 0.000
#> x8 0.616 0.067 9.129 0.000
#> x9 0.564 0.064 8.808 0.000
#> higher =~
#> visual 1.791 0.990 1.809 0.070
#> textual 0.617 0.129 4.798 0.000
#> speed 0.640 0.143 4.489 0.000
#>
#> Variances:
#> Estimate Std.Err z-value P(>|z|)
#> .x1 0.549 0.114 4.833 0.000
#> .x2 1.134 0.102 11.146 0.000
#> .x3 0.844 0.091 9.317 0.000
#> .x4 0.371 0.048 7.779 0.000
#> .x5 0.446 0.058 7.642 0.000
#> .x6 0.356 0.043 8.277 0.000
#> .x7 0.799 0.081 9.823 0.000
#> .x8 0.488 0.074 6.573 0.000
#> .x9 0.566 0.071 8.003 0.000
#> .visual 1.000 #fixed...
#> .textual 1.000 #fixed...
#> .speed 1.000 #fixed...
#> higher 1.000
Created on 2021-03-08 by the reprex package (v0.3.0)
As you can observe, no correlations, first-order and second-order factor with fixed variances to 1 (i.e. std.lv=T
).