Re: [R] PLSR: model notation and reliabilities

2005-08-31 Thread I.Ioannou
On Mon, Aug 29, 2005 at 08:08:53AM +0200, Bj?rn-Helge Mevik wrote:
 
 It seems to me that what you are looking for, is some sort of
 structured equation models (? la Lisrel).  The pls package implements
 partial least squares regression and principal component regression,
 which is something different.  I quess you could still use plsr for the
 outer model (path model), but you would have to build the inner
 model (the constructs) with other tools, such as prcomp/princomp or
 other factor analyses (see e.g. ?factanal and ?varimax).
 
 Alternatively, there is an R package sem that implements structured
 equation models.  You might want to take a look at that.


Thank you very much for your hints. I actually tried factanal
to construct the latent variables, and both the reliabilties 
and the explained variance seem to be ok, but I'm afraid that 
this is not my case. I thought that plsr should be used to perform 
this task, and that PLS is prefered under conditions on non-normality 
and small to medium sample sizes where you do not assume error 
free measurement (Chin et all, 1996, p25). Also Wold suggests 
using PLS or PC scores in each level of hierarchical PLS models 
(Wold et al, 2004, p17). 

It is obvious to me how I should use plsr to perform the final
regression  between the constructs, but I'm missing the procedure 
I have to use in order to construct the factors (constructs) from 
the observed indicators.

Any hints will be much appreciatted.

Rgrds

References:

Chin et al, 1996, A PARTIAL LEAST SQUARES LATENT VARIABLE 
MODELING APPROACH FOR MEASURING INTERACTION EFFECTS: RESULTS FROM A MONTE 
CARLO SIMULATION STUDY AND VOICE MAIL EMOTION/ADOPTION STUDY,
Available: 
http://disc-nt.cba.uh.edu/chin/plsfaq/http/disc-nt.cba.uh.edu/chin/icis96.pdf

Wold et al, 2004, The PLS method -- partial least squares projections to 
latent structures -- and its applications in industrial RDP, 
Available: 
http://www.umetrics.com/pdfs/events/prague%200408%20__%20PLS_text_wold.pdf   

Ioannis Ioannou

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Re: [R] PLSR: model notation and reliabilities

2005-08-29 Thread Bjørn-Helge Mevik
I.Ioannou writes:

 I have a model with 2 latent constructs (D1 and D2)
 each one made by 3 indicators (D1a, D1b, D1c etc).
 Also I have 2 moderating indicators (factors, m1, m2).
 The response (Y) is also a latent construct, with 3 
 indicators (Y1,Y2,Y3).

[...]

It seems to me that what you are looking for, is some sort of
structured equation models (à la Lisrel).  The pls package implements
partial least squares regression and principal component regression,
which is something different.  I quess you could still use plsr for the
outer model (path model), but you would have to build the inner
model (the constructs) with other tools, such as prcomp/princomp or
other factor analyses (see e.g. ?factanal and ?varimax).

Alternatively, there is an R package sem that implements structured
equation models.  You might want to take a look at that.

-- 
Bjørn-Helge Mevik

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Re: [R] PLSR: model notation and reliabilities

2005-08-28 Thread I.Ioannou
On Sat, Aug 27, 2005 at 04:04:13AM +0300, I.Ioannou wrote:
 
 I'm new in both R and statistics. I did my homework, 

but apparently it was not enough :-( 

I took a look inside the code of the *pls.fit functions
and at least now I know where I got it wrong.

So, I'm rephrasing my question :

I have a model with 2 latent constructs (D1 and D2)
each one made by 3 indicators (D1a, D1b, D1c etc).
Also I have 2 moderating indicators (factors, m1, m2).
The response (Y) is also a latent construct, with 3 
indicators (Y1,Y2,Y3). Actually this is a simplified
description of my model which is far more complicated.

I want to express the regression using the constructs,
both for the response and the predictors, i.e. I need 
to have inner and outer models. The outer model can be 
expressed as :

Y ~ D1*m1 + D2*m2


How do I create the constructs from the indicators ?
I suspect I have to use somehow mvr or pca, but
I can not figure out how to use mvr for this since it
uses a formula and the response is required, while 
princomp and prcomp gives me either more constructs
than just 1, or ICRs ~ 0.6, while cronbach's alpha = 0.9
- apparently I'm not using them correctly.

Any help will be much appreciated
 
TIA

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[R] PLSR: model notation and reliabilities

2005-08-26 Thread I.Ioannou

I'm new in both R and statistics. I did my homework, 
I tried the archives and whatever I managed to get 
from the sources, but still I need assistance with 
the plsr package.


I have a model with 2 core determinants D1 and D2,
made by 3 indicators each (D1a,D1b,D1c and so on).
Also I have 2 moderating variables (m1,m2), where 
m1 moderates D1 and m2 modarates D2. 
The dependent variable (Y) is also constructed by 3 
indicators (Y1,Y2,Y3). Actually my model is far more 
complicated, I just give a simplified example here.

Which is the correct notation for the model 
(I'm skipping the crossvalidation for the moment) : 

  MyModel - plsr(Y1+Y2+Y3 ~ ((D1a+D1b+D1c)*m1) + ((D2a+D2b+D2c)*m2),ncomp=2)

or :

  Y  - cbind(Y1,Y2,Y3)
  X1 - cbind(D1a,D1b,D1c)
  X2 - cbind(D2a,D2b,D2c)
  MyModel - plsr( Y ~ (X1*m1) + (X2*m2),ncomp=2) 


How do I calculate the internal composite reliabilty (ICR) ?
Is the Average variable explained (AVE) the mentioned as 
% variance explained in summary ?

I tried something like (the model is the first notation 
mentioned above, and the calcualtions below are simplified 
just for clarity) :

ncomp=MyModel$ncomp
P   - MyModel$loadings[,ncomp]
Q   - MyModel$Yloadings[,ncomp]
# D1
f1  - P[D1a]
f2  - P[D1b] 
f3  - P[D1c] 
Sp  - f1 + f2 + f3
Sp2 - (f1 ^ 2) + (f2^ 2) + (f3^2)
Sth - (1-(f1 ^ 2)) + (1-(f2 ^ 2)) + (1-(f3^2))
D1_ICR   - (Sp^2) / ( (Sp^2) + Sth)
D1_AVE - Sp2 / ( Sp2 + Sth) 

but the results does not seem to give me something meaningfull.  
For example, while  cronbach(cbind(D1a,D1b,D1c)) gives me  0.90, 
the above computed D1_ICR gives me very low numbers ( .20). 
Also summary says % variance explained for X = 83.1 in 1st component
while my computed D1_AVE is unacceptable ( 10%). 
Where I made it wrong ? Or it is just my data ?

Any help will be much appriciated

TIA

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