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小样本下岭PLS-SEM与岭CB-SEM的比较OA北大核心CHSSCDCSSCICSTPCD

Comparison of Ridge LS-SEM and Ridge B-SEM Under Small Samples

中文摘要英文摘要

目前主要有两种结构方程模型(SEM):CB-SEM和PLS-SEM.当样本量较小时,CB-SEM常常会出现不收敛的情况,使用岭方法可以改善这个问题.文章主要研究将岭方法运用到PLS-SEM中,对比岭方法下PLS-SEM与CB-SEM的表现.研究表明,岭CB-SEM和岭PLS-SEM估计量总体上比常规的CB-SEM和PLS-SEM估计量更精确,但偏差没有明显改善;当样本量较小时,PLS-SEM、岭PLS-SEM估计的精确性都优于CB-SEM、岭CB-SEM;对于受到中介变量影响的内生潜变量来说,岭PLS-SEM在估计其他潜变量对它的影响(路径系数)时最精确.

There are two main structural equation modeling:CB-SEM(covariance-based SEM)and PLS-SEM(partial least squares SEM).When the sample size is small,the CB-SEM method often fails to converge,which can be improved by using ridge method.This paper mainly studies the application of ridge method to PLS-SEM,and compares the performance of PLS-SEM and CB-SEM under ridge method.The research shows that CB-SEM and PLS-SEM estimators are generally more accurate than con-ventional CB-SEM and PLS-SEM estimators,but the bias has not been significantly improved.The estimation accuracy of PLS-SEM and ridge PLS-SEM is better than that of CB-SEM and ridge CB-SEM under small samples.For endogenous latent variables affected by intermediate variables,ridge PLS-SEM is the most accurate in estimating the influence(path coefficient)of other latent variables.

王新芸;袁克海;唐加山;温勇

南京邮电大学 理学院,南京 210000

经济学

结构方程模型岭方法岭CB-SEMPLS-SEM蒙特卡洛模拟

structural equation modelingridge methodsridge CB-SEMPLS-SEMMonte Carlo simulation

《统计与决策》 2024 (010)

多变量非正态数据结构方程模型的统计方法研究

46-51 / 6

国家自然科学基金资助项目(31971029)

10.13546/j.cnki.tjyjc.2024.10.008

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