weightSign: Sign ambiguity corrections
In matrixpls: Matrix-Based Partial Least Squares Estimation

Description Usage Arguments Details Value Functions References See Also

Sign ambiguity corrections adjust the signs of the weights to satisfy a criterion.

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weightSign.Wold1985(W, S)

weightSign.dominantIndicator(W, S)

`W`	Weight matrix, where the indicators are on colums and composites are on the rows.
`S`	Covariance matrix of the data.

Instead of fixing a weight to a particular value, composite variables are typically provided a scale by standardization. This leads to sign indeterminacy because standardized weights W and -W both satisfy the scaling constraint. The sing ambiguity corrections add additional constraints that make

The sign indeterminacy corrections should not be confused with sign chance corrections applied to boostrap samples (See signChange).

W after sign correction.

weightSign.Wold1985: Adjust the signs of W so that the majority of the indicators are positively correlated with the composite as proposed by Wold (1985).
weightSign.dominantIndicator: Adjust the signs of W so that the first indicator of each composite has positive weight.

Wold, H. (1985). Partial Least Squares. In S. Kotz & N. L. Johnson (Eds.), Encyclopedia of statistical sciences (Vol. 6, pp. 581–591). New York: Wiley.

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matrixpls documentation built on April 28, 2021, 5:07 p.m.