1989
DOI: 10.1007/978-3-642-52512-4
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Latent Variable Path Modeling with Partial Least Squares

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Cited by 1,561 publications
(986 citation statements)
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References 129 publications
(141 reference statements)
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“…On the other hand, within a group of data, a M-estimator down-weights inhomogeneous observations when returning the segment-specific PLS solution. we determine the path model via the PLS algorithm (Lohmöller, 1989;Wold, 1982) and weighted regressions. The structural model residuals of all regressions determine the assignment of observations to the different groups.…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…On the other hand, within a group of data, a M-estimator down-weights inhomogeneous observations when returning the segment-specific PLS solution. we determine the path model via the PLS algorithm (Lohmöller, 1989;Wold, 1982) and weighted regressions. The structural model residuals of all regressions determine the assignment of observations to the different groups.…”
Section: Methodsmentioning
confidence: 99%
“…For this purpose, we select a simulation design that represents different data constellations that frequently occur in empirical applications. In accordance with prior simulation studies on PLS and PLS segmentation (Becker et al, 2013;Reinartz, Haenlein, & Henseler, 2009;Ringle et al, 2013;Sarstedt, Becker, et al, 2011), we select the subsequent factors and factor levels which closely follow the design presented by Ringle et al (2014) Wold (1982) and Lohmöller (1989) for details on Mode A, Mode B, and Mode C.…”
Section: Design Of the Study And Data Generationmentioning
confidence: 99%
“…To test our hypotheses and the structural relationships we applied Partial Least Squares Path Modelling (PLS-PM; Lohmöller, 1989;Wold, 1982;Wold, 1985). SmartPLS 2.0 statistical software was used to estimate the model parameters (Ringle et al ., 2005).…”
Section: Model Estimationmentioning
confidence: 99%
“…O presente trabalho utilizou o software WarpPLS 3.0 (Kock, 2012), uma ferramenta que permite a estimação de modelos de equações estruturais baseados em variância, estimados por Partial Least Squares (PLS) (Hair, Sarstedt, Ringle, & Mena, 2011 (Lohmöller, 1989). Assim, não apresentam indicadores de ajuste agregados baseados na estatística quiquadrado, que testa a aderência da matriz de correlações reproduzidas à matriz observada.…”
Section: Técnicas De Análiseunclassified