On the convergence of the partial least squares path modeling algorithm

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Abstract

This paper adds to an important aspect of Partial Least Squares (PLS) path modeling, namely the convergence of the iterative PLS path modeling algorithm. Whilst conventional wisdom says that PLS always converges in practice, there is no formal proof for path models with more than two blocks of manifest variables. This paper presents six cases of non-convergence of the PLS path modeling algorithm. These cases were estimated using Mode A combined with the factorial scheme or the path weighting scheme, which are two popular options of the algorithm. As a conclusion, efforts to come to a proof of convergence under these schemes can be abandoned, and users of PLS should triangulate their estimation results.
Original languageEnglish
Pages (from-to)107-120
JournalComputational statistics
Volume25
Issue number1
DOIs
Publication statusPublished - 2010
Externally publishedYes

Keywords

  • Partial least squares path modeling
  • Convergence
  • PLS

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