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ERIC Number: EJ856004
Record Type: Journal
Publication Date: 2009-Sep
Pages: 14
Abstractor: As Provided
Reference Count: 0
ISBN: N/A
ISSN: ISSN-0033-3123
Regularized Generalized Structured Component Analysis
Hwang, Heungsun
Psychometrika, v74 n3 p517-530 Sep 2009
Generalized structured component analysis (GSCA) has been proposed as a component-based approach to structural equation modeling. In practice, GSCA may suffer from multi-collinearity, i.e., high correlations among exogenous variables. GSCA has yet no remedy for this problem. Thus, a regularized extension of GSCA is proposed that integrates a ridge type of regularization into GSCA in a unified framework, thereby enabling to handle multi-collinearity problems effectively. An alternating regularized least squares algorithm is developed for parameter estimation. A Monte Carlo simulation study is conducted to investigate the performance of the proposed method as compared to its non-regularized counterpart. An application is also presented to demonstrate the empirical usefulness of the proposed method.
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Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A