MacCallum, Roznowski and Necowitz (1992) conducted a comprehensive study of MIs and concluded “In summary, our results bring us to a position of considerable skepticism with regard to the validity of the model modification process as it is often used in practice.” We completely agree.
MacCallum, R. C., Roznowski, M., & Necowitz, L. B. (1992). Model modifications in covariance structure analysis: The problem of capitalization on chance. Psychological Bulletin, 111, 490-504.
MacCallum, R. C., Roznowski, M., & Necowitz, L. B. (1992). Model modifications in covariance structure analysis: The problem of capitalization on chance. Psychological Bulletin, 111, 490-504.
From: https://centerstat.org/what-are-modification-indices-and-should-i-use-them-when-fitting-sems-to-my-own-data/