Consistent and asymptotically normal PLS estimators for linear structural equations

• Published in: Computational statistics & data analysis Vol. 81; pp. 10 - 23
• Main Authors: Dijkstra, Theo K., Henseler, Jörg
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.01.2015
• Subjects: Consistency; equations; Goodness-of-fit; least squares; Monte Carlo method; Partial least squares; Recursiveness; Structural equation modeling; Structural equation modeling; Recursiveness; Partial least squares; Goodness-of-fit; Consistency

A vital extension to partial least squares (PLS) path modeling is introduced: consistency. While maintaining all the strengths of PLS, the consistent version provides two key improvements. Path coefficients, parameters of simultaneous equations, construct correlations, and indicator loadings are est...