Generalized structured component analysis

被引:155
作者
Hwang, HS
Takane, Y
机构
[1] HEC Montreal, Dept Mkt, Montreal, PQ H3T 2A7, Canada
[2] McGill Univ, Montreal, PQ H3A 2T5, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
path analysis with components; partial least squares; alternating least squares;
D O I
10.1007/BF02295841
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We propose an alternative method to partial least squares for path analysis with components, called generalized structured component analysis. The proposed method replaces factors by exact linear combinations of observed variables. It employs a well-defined least squares criterion to estimate model parameters. As a result, the proposed method avoids the principal limitation of partial least squares (i.e., the lack of a global optimization procedure) while fully retaining all the advantages of partial least squares (e.g., less restricted distributional assumptions and no improper solutions). The method is also versatile enough to capture complex relationships among variables, including higher-order components and multi-group comparisons. A straightforward estimation algorithm is developed to minimize the criterion.
引用
收藏
页码:81 / 99
页数:19
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