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PLS在小样本或非正态数据下是否有优势?

Does PLS Have Advantages for Small Sample Size or Non-Normal Data?1

MIS Quarterly · 2012
被引 601 · 同刊同年前 7%
人大 A+FT50UTD24ABS 4*

中文导读

通过蒙特卡洛模拟比较PLS、多元回归和LISREL在不同样本量和数据分布下的表现,发现PLS在检测路径上与其他方法相当,但精度不如LISREL,且小样本下所有方法均表现不佳。

Abstract

There is a pervasive belief in the MIS research community that PLS has advantages over other techniques when analyzing small sample sizes or data with non-normal distributions. Based on these beliefs, major MIS journals have published studies using PLS with sample sizes that would be deemed unacceptably small if used with other statistical techniques. We used Monte Carlo simulation more extensively than previous research to evaluate PLS, multiple regression, and LISREL in terms of accuracy and statistical power under varying conditions of sample size, normality of the data, number of indicators per construct, reliability of the indicators, and complexity of the research model. We found that PLS performed as effectively as the other techniques in detecting actual paths, and not falsely detecting non-existent paths. However, because PLS (like regression) apparently does not compensate for measurement error, PLS and regression were consistently less accurate than LISREL. When used with small sample sizes, PLS, like the other techniques, suffers from increased standard deviations, decreased statistical power,and reduced accuracy. All three techniques were remarkably robust against moderate departures from normality, and equally so. In total, we found that the similarities in results across the three techniques were much stronger than the differences.

管理信息系统统计方法结构方程模型蒙特卡洛模拟