ERA: A sas macro for extended redundancy analysis

Gianmarco Vacca, Pietro Giorgio Lovaglio

Risultato della ricerca: Contributo in rivistaArticolo in rivista

1 Citazioni (Scopus)

Abstract

A new approach to structural equation modeling based on so-called extended redundancy analysis has been recently proposed in the literature, enhanced with the added characteristic of generalizing redundancy analysis and reduced-rank regression models for more than two blocks. In this approach, the relationships between the observed exogenous variables and the observed endogenous variables are moderated by the presence of unobservable composites that were estimated as linear combinations of exogenous variables, permitting a great flexibility to specify and fit a variety of structural relationships. In this paper, we propose the SAS macro %ERA to specify and fit structural relationships in the extended redundancy analysis (ERA) framework. Two examples (simulation and real data) are provided in order to reproduce results appearing in the original article where ERA was proposed.
Lingua originaleEnglish
pagine (da-a)1-19
Numero di pagine19
RivistaJournal of Statistical Software
Volume74
DOI
Stato di pubblicazionePubblicato - 2016

Keywords

  • Alternating least squares
  • Extended redundancy analysis
  • Latent components
  • SAS macro
  • Software
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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