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Generalized properties for Hanafi-Wold’s procedure in partial least squares path modeling. (English) Zbl 1505.62175

Summary: Partial least squares path modeling is a statistical method that allows to analyze complex dependence relationships among several blocks of observed variables, each one represented by a latent variable. The computation of latent variable scores is an essential step of the method, achieved through an iterative procedure named here Hanafi-Wold’s procedure. The present paper generalizes properties already known in the literature for this procedure, from which additional convergence results will be obtained.

MSC:

62-08 Computational methods for problems pertaining to statistics

Software:

XLStat; SmartPLS

References:

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