Description Usage Arguments Value See Also
View source: R/matrixpls.postestimation.R
The matrixpls
method for generic function fitted
computes the model implied
covariance matrix by combining inner
, reflective
, and formative
as a
simultaneous equations system. The error terms are constrained to be uncorrelated and
covariances between exogenous variables are fixed at their sample values. Defining a
composite as dependent variable in both inner and formative creates an impossible model
and results in an error.
1 2 |
object |
matrixpls estimation result object produced by the |
... |
All other arguments are ignored. |
a matrix containing the model implied covariances.
Other post-estimation functions:
ave()
,
cei()
,
cr()
,
effects.matrixpls()
,
fitSummary()
,
gof()
,
htmt()
,
loadings()
,
predict.matrixpls()
,
r2()
,
residuals.matrixpls()
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