On the convergence of the partial least squares path modeling algorithm (Q626259): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/s00180-009-0164-x / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S00180-009-0164-X / rank | |||
Normal rank |
Revision as of 05:27, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the convergence of the partial least squares path modeling algorithm |
scientific article |
Statements
On the convergence of the partial least squares path modeling algorithm (English)
0 references
22 February 2011
0 references
Latent variable path modeling is considered with partial least squares (PLS) estimation of the model parameters. The author discusses artificial data on which the Lohmöller's PLS algorithm does not converge. All the datasets are obtained from a model with three latent variables \(\xi_i\), where \(\xi_1,\xi_2\sim N(0,1)\) are exogenous and \(\xi_3=0.3\xi_1+0.5\xi_2+0.3\xi_1\xi_2+\zeta\), \(\zeta\sim N(0,0.57)\). All the manifest variables \(x_{jh}\), \(j=1,2,3\), \(h=1,2\) are generated as \(x_{jh}=\sqrt{0.5}\xi_j+\varepsilon_{jh}\), \(\varepsilon_{jh}\sim N(0,0.5)\). The path model for the analysis neglected the interaction effect \(\xi_1\xi_2\) in the description of \(\xi_1\). In 3 000 simulated samples of different size, six samples on which PLS does not converge are found. The behaviour of the stopping criterion on these sets is discussed.
0 references
latent variable path modeling
0 references
Lohmöller PLS algorithm
0 references
partial least squares
0 references
parameter estimation
0 references