Strohe, Hans Gerhard - Lehrstuhl für Statistik und Ökonometrie, Wirtschafts- … - 1995
In this paper a partial least squares (PLS) approach to dynamic modelling with latent variables is proposed. Let Y be a matrix of manifest variables and H the matrix of the corresponding latent variables. And let H = BH+ε be a structural PLS model with a coefficient matrix B. Then this model...