Welcome to the WarpPLS blog! WarpPLS is a powerful structural equation modeling (SEM) software. It is commercialized by ScriptWarp Systems: www.scriptwarp.com.

Among other things, WarpPLS identifies nonlinear (or “warped”, hence the name of the software) relationships among latent variables and corrects the values of path coefficients accordingly. WarpPLS is arguably the first SEM software to do this.

Since most relationships between numeric variables are nonlinear, one could argue that WarpPLS finds the "real" relationships between latent variables in an SEM analysis. Typically path coefficients are increased, in some cases going from non-significant to significant at the P lower than 1 percent level.

The underlying algorithm employed by WarpPLS as its outer model default is partial least squares (PLS) regression, whose main characteristic is its ability to minimize multicollinearity among latent variables (even in the presence of overlapping manifest variables, or indicators). Other PLS-based outer model algorithms are also available, including PLS modes A and B.

Additionally, WarpPLS offers the following features, which are largely absent from most, if not all, PLS-based SEM software packages available today:

- It estimates P values for path coefficients automatically, instead of providing only standard errors or T values, and leaving the user to figure out what the corresponding P values are.
- It estimates several model fit indices, which have been designed to be meaningful in the context of PLS-based SEM analyses.
- It automatically builds the indicators’ product structure underlying moderating relationships, and goes a little further. It shows those moderating relationships, related path coefficients, and related P values in a model graph as they should be shown – that is, as links between latent variables and direct links. The latter connect pairs of latent variables, while the former connect latent variables and direct links between pairs of latent variables.
- It allows users to view scatter plots of each of the relationships among latent variables (when they are connected through arrows in the model), together with the curves that best approximate those relationships, and save those plots as .jpg files for inclusion in research reports.
- It provides a variety of graphs from which users can choose, including zoomed 2D graphs and 3D graphs; the latter for moderating effects. Both multivariate and bivariate relationship graphs are provided, for linear and nonlinear relationships, using standardized and unstandardized scales.
- It allows users to segment curves based on increments in the first derivative of the predictor latent variables on each of their criteria latent variables. This provides an alternative to data segmentation approaches such as FIMIX-PLS, without any reduction in sample.
- It calculates variance inflation factor (VIF) coefficients for latent variable predictors associated with each latent variable criterion. This allows users to check whether some predictors should be removed due to multicolinearity (this feature is particularly useful with latent variables that are measured based on only 1 or a few indicators).
- It calculates effect size coefficients analogous to Cohen’s
*f*-squared coefficients for all paths. These are calculated as the absolute values of the individual contributions of the corresponding predictor latent variables to the R-square coefficients of the criterion latent variable in each latent variable block. - It calculates indirect effects for paths with 2, 3 etc. segments; as well as total effects. The corresponding P values, standard errors, and effect sizes are also calculated. Indirect and total effects can be critical in the evaluation of downstream effects of latent variables that are mediated by other latent variables, especially in complex models with multiple mediating effects along concurrent paths.
- It calculates a variety of causality assessment coefficients, all of which are reported. These can be used in the assessment of the plausibility and direction of hypothesized cause-effect relationships.

## 90 comments:

Hi Ned, Is WarpPLS accepted in the academic community. I mean by the management researchers. Please let me know at roysanjit2004@yahoo.co.in.

Thanks

Sanjit

Is the WarpPLS free trial version fully functional.....

Sanjit

Hi Sanjit.

WarpPLS is currently being used by over 1,000 researchers in 33 different countries. This includes quite a few management researchers, including some with multiple publications in the very top journals in management (e.g., AMR, AMJ, ASQ, MS).

The free trial version is the full version of WarpPLS, not a demo.

Hi Ned,

First of all, I want congratulations for the easy use of the sofware.

Also, in my field, psychology, second order factor are very common, can this be done with WarpPLS? If it does, how can I do it?

Cheers

Hi Jaime, thanks.

Yes, second order LVs can be implemented in WarpPLS. Here is a post on this:

http://warppls.blogspot.com/2010/06/using-second-order-latent-variables-in.html

Thank you very much.

And if not all of the variables belong to a second order, should I create a new data set with the value of:

- new values of latent variables

- standarized or unstandarized data?

Your should include those values in Step 2. It doesn't matter if the data is standardized or not; the software will standardize everything for the SEM analysis.

Hi Ned,

I´ve record a video of how and what I´ve done

If it´s wrong, please, tell me where is my mistake and if right it might help somebody (like your helpful videos).

http://www.youtube.com/watch?v=xSii6VoFp9Y

http://www.youtube.com/watch?v=FinfqSG4j5w

Cheers

Hi Jaime.

Those YouTube videos are very good. And, yes, you did everything right. I linked them into a new post, which I have just added to the blog:

http://warppls.blogspot.com/2010/06/second-order-latent-variables-in.html

Thanks!

Great you liked them, if you want (when I have some time) I could subtitled and explaien them.

Cheers

Ned,

Is there a way to cut and paste the SEM path model with loadings and p values to include it in a document?

Thanks,

JB

Hi JB.

WarpPLS doesn't offer the "saving to .jpg" option for the model, as it does for the plots.

The reasons is that many people prefer to draw the model themselves for inclusion in reports. That is usually what folks do when they show the results of SEM analysis in reports.

For cutting and pasting, I suggest copying the screen into a picture editor, and saving the area containing the model as a .jpg or other generic picture file. You should then be able to include it in a report.

Hi there. I really like this package, but I am finding it a bit buggy to install. I got the dreaded R6034 error on my Windows7 installation at home, and the suggested Path fix didn't help. However it did install OK on an XP computer. Then, at another location, it again gave the R6034 error, this time on an XP SP3 computer. I realise this is most probably to do with the Matlab side of things, but it is very frustrating. Is there any other fix you can suggest? Thanks a bunch.

Oops, I should also have said that the Matlab routine seems to insist on the computer's language setting being English (USA), which doesn't really suit most of the world. Again, more of a Matlab issue ?

Hi Scott.

Yes, those problems and English requirement are related to the MATLAB Compiler Runtime (MCR).

Using the MCR leads to a tradeoff between the power of the matrix algebra enabled by it (by MATLAB, actually) and some of the MCR's installation limitations.

Interestingly, the installation problem seems to happen with only a few users. The majority don't have problems installing. For example, I never had a single installation problem. And I installed WarpPLS in quite a few machines.

In some cases the problem was clearly caused by the users not having full administrator rights on the PCs while installing WarpPLS.

Hopefully these problems will be solved in future versions, as new versions of the MCR will be used as well. Version 2.0 of WarpPLS is planed for 2011.

Hi, is there a *COMPLETE* list of features, indexes, outputs, etc. avaliable somewhere? I mean the real stats, not just marketing blurb ;)

Thanks!

Hi Anon.

The User Manual contains a rather extensive discussion of WarpPLS's features, with various examples. It is available from WarpPLS.com, together with other items (e.g., YouTube videos with examples).

Is there a future version planned

so I wont have to purchase Matlab?

Thanks,

Mike

Hi Mike.

You don't need to purchase MATLAB to use WarpPLS.

A new version (2.0) should be released around the middle of this year.

Hi Ned,

Congratulations on an easy to use and very effective program. I have 1 question and 1 comment.

1. VIF. My VIF results using WarpPLS showed only 1 of 6 formative LVs > 3.0. I deleted 6 of the highest cross-loading indicators in that LV, of 12 in total, saved it and ran the SEM analysis again, but there was no change in the VIF for that LV. Can you please explain why there is no change?

2. Non-linear. The warpPLS analysis also showed all 6 LVs are warped (non-linear). However, its worth commenting I think, that I notice from the warp diagrams that one or two outliers are warping the curve at each end, of each of the 6 LVs. Utilising the jacknifing setting keeps all of the coefficient paths at the same value, but lowers all except 2 p-values significantly.

Andrew

Hi Andrew, thanks.

That can easily happen with formative LVs, because the indicators measure different facets of the LV and are not redundant. Indicators of reflective variables are redundant, and thus lead to more meaningful (or interpretable) loadings and cross-loadings after rotation.

Why do you have so many formative LVs?

Let us say you can create a formative LV with 12 indicators. That is not going to give you as clear a view of a phenomenon as two reflective LVs, one each created with 3 indicators. This will occur even though you’ll be using half of the indicators in the analysis.

Formative LVs should be using sparingly, and with caution.

Regarding outliers influencing a curve; it is not a problem if the outliers are not due to measurement error. Some researchers want to always remove outliers from an analysis, which may be a mistake. If outliers exist and are not due to measurement error, they may provide very useful data about a phenomenon. Their influencing the curve may be a very good thing.

If you suspect that the outliers are due to measurement error, I suggest removing them from the dataset and re-doing the analysis. You can do that by saving the factor (or LV) scores into a file and then adding them to the original dataset. They will be in the exact same order as the original values. You will then be able to identify the offending cases (rows) based on the LV scores associated with the outliers and eliminate them.

Usually the outliers refer to LV scores that 2 or more standard deviations from the mean. So they are easy to spot on a dataset, especially if you order the dataset by a specific LV.

Thanks Ned. That's very helpful. With regard to the high number of formative LVs, in my field of marketing, these have been previously mis-specified as reflective.

Dear Ned,

I have two doubts regarding Interpretation of analysis results

1. What is the difference between indicator weights and indicator loadings

2.I second order formative construct with five first order constructs.I used factor scores for analyzing second order.In final analysis for path significance do i have to include first order and second order constructs or only the second order construct made of factor score .Pl help

Rejikumar,Phd scholar, India

rejiekm@rediffmail.com

Hi rejiekm.

The User Manual explains and exemplifies the differences between formative and reflective LVs. See also this post:

http://warppls.blogspot.com/2010/01/reflective-and-formative-latent.html

I am not sure I understand you question regarding 2nd order LVs. I suggest you take a look at the post below, and if you still have questions, please elaborate more so that I can better understand them.

http://warppls.blogspot.com/2010/06/using-second-order-latent-variables-in.html

Hi Ned,

My question is about dealing with outliers ... and import data to a project with a sem model already defined

Problem: removing a outlier

- I did whats in the manual ... step3 > save standardized pre-processed data > change data in excel

however, one of the consequences is that the sem model disappears, making this process very laborious

Additional question:

What I really want is to use the same model over different datasets ... saving the project with the sem model and import a new dataset to this copy without lost the sem model

Best Regards, Tavares

Hi Antonio.

The data checking process that is conducted through steps 2 and 3 is critical in ensuring that no problems occur in the SEM analysis. This is why, whenever the dataset is changed, those steps must be conducted again.

Thanks for the input nevertheless. Easier handling of outliers is definitely something that should be considered for future versions.

Hi Ned, I got a problem when I was installing the warpPLS 2. The instalation was good, but when I tried to on it, it requested the mclmcrrt7_14.ddl. What can I do? Can you let me know at alinears@gmail.com too?

Thanks

Aline

Hi Aline.

You should soon receive an email from the ScriptWarp Systems Support Team.

This is not a common problem.

Ned

Hi, Ned. Congratulations for this software!

I was reading the Rosipal's paper “Non linear Partial Least Squares: an Overview”. Then, I have had a doubt: the WarpPLS seeks and models non-linear relationships only among the indicators (observed variables)? Or it also seeks and models the non-linear relationship among latent variables through the predicted variable?

Thanks,

Vitor Vieira Vasconcelos

Federal University of Ouro Preto - Brazil

Hi Vitor, thanks. WarpPLS only models nonlinear relationships between LVs. It first calculates the LV scores using a standard PLS regression algorithm, and then takes nonlinearity into consideration in the calculation of betas for the LVs that are connected by arrows.

Thanks, Ned!

Just one more question: How can I quote the WarpPLS algorithm in a scientific paper?

Hi Vitor. I suggest you reference the following article, which is available as a full-text PDF from WarpPLS.com:

Kock, N. (2010). Using WarpPLS in e-collaboration studies: An overview of five main analysis steps. International Journal of e-Collaboration, 6(4), 1-11.

The discussion of the algorithm is under the section “Warping from Conceptual Perspective” on the paper above.

Hi Ned,

Can WarpPLS perform first order factor and second order factor? And, is WrapPLS suitable for a sample size around 65?

Many thanks

Hi Nawas. Yes, you can use second order LVs with WarpPLS. This is discussed in the article titled “Using WarpPLS in e-collaboration studies: Mediating effects, control and second order variables, and algorithm choices”.

The article is available from the WarpPLS site (link below), under “Publications”. It refers to version 2.0 of WarpPLS. In version 3.0, which will be released by 15 March 2012, it will be a bit easier since you will be able to save LV scores as indicators.

http://warppls.com/

Also, WarpPLS tends to handle small sample sizes, such as 65, quite well. For the calculation of P values, usually jackknifing yields more stable coefficients with samples with fewer than 100 cases. See the User Manual for how to change the resampling algorithm to jackknifing from the software’s default, which is bootstrapping.

Hi Ned,

I am new to SEM.I have few basic doubts.Hope you will help me.

1.A regression equation is of the form Y=C+beta1*x1+beta1*x2+.....+e

where 'C' a constant term

beta1,beta2 are path co-efficients for independent variable x1,x2 etc

and 'e' an error term.

How constant term and error term are handled in WarpPLS

2.Can you send me links of some articles which explains concepts related to these aspects

with regards

Sangeetha

Hi Sangeetha. Unfortunately there is no accessible textbook on variance-based SEM, to the best of my knowledge. Having said that, WarpPLS’ website has a number of resources (see: warppls.com); including a User Manual that I think is way more than a typical user manual, with some detailed discussions of key methodological issues and references to research articles that readers can use in their own research papers.

Hi Sangeetha, again. Regarding your question referring to the constant in the equation, I should note that the inspiration for WarpPLS is Wright’s path analysis, even though the underlying algorithms lead to nearly identical results to those of other publicly available variance-based (or PLS-based) SEM software. Therefore WarpPLS operates on standardized data, which means that the constant terms in regression equations are reduced to zero. This simplifies some of the underlying equations, and avoids some biases.

Hi Ned,

Thank you for the reply

I have one more question.In my model I have one question,for which responses can be either yes/no,whereas all other questions are on five point likert scale.Kindly inform me whether WarpPls can handle such a situation

with regards

Sangeetha

Typically answers to yes/no questions are dummy-coded using two numbers – e.g., 0 and 1, or 1 and 2.

Hi Ned,

The software enables TETRAD ANALYSIS?

with regards

Leandro

Hi Leandro. Yes, and here is an article, titled "Confirmatory tetrad analysis in PLS path modeling":

http://www.smartpls.de/literature/Gudergan_etal_2008-JBR.pdf

Correction regarding comment above - WarpPLS 3.0 allows users to save model results as .jpg files.

Note: Several of the comments above refer to previous versions of WarpPLS.

Newer versions tend to address requests raised by users.

By model results above, I mean the graph with models results - path coefficients, P values, R-squared coefficients, links etc.

Hi Ned,

I'm new to PLS. Can you give me a brief explanation of why the r-squared decreases when I add independent latent variables? Is the r-squared in WarpPLS an adjusted one that takes degrees of freedom into consideration? Your quick response to this will be highly appreciated? Where can I see some discussions about this? Do you have any articles to recommend reading?

Changsoo

cssong69@gmail.com

Hi Changsoo.

The R2 is unadjusted; in version 4.0, which will be out soon, adjusted R2s (see link below) will also be calculated and reported.

http://en.wikipedia.org/wiki/Adjusted_R-squared

Typically an R2 will increase with the addition of a predictor LV. The R2 will decrease if the new PLV is causing an instance of Simpson's paradox:

http://en.wikipedia.org/wiki/Simpson%27s_paradox

Hi Ned,

Is it possible to calculate non-response bias using WarpPls?

Sisnu

Yes Sisnu. We have an example on the paper below, which is available from WarpPLS.com, under publications.

Kock, N., & Verville, J. (2012). Exploring free questionnaire data with anchor variables: An illustration based on a study of IT in healthcare. International Journal of Healthcare Information Systems and Informatics, 7(1), 46-63.

Hello Ned,

Thank you for making available such a good software, I have one question please. What is the best "re sampling method" we should use when dealing with small samples, Stable or Jackniffing?

Many Thanks

Yacine

etshaddoud.uk@gmail.com

Hi Yacine. My rec. is Stable, in conjunction with the effect sizes to avoid false positives.

Hi prof. Ned,

Congratulations on an easy to use and very effective program. I have 1 question,I am conducting a comparison study between two countries and using same model,i rely on the path coefficient and standard error in calculating t-statistics so i want to know after calculating T statistic and p value. how can i take a decision e.g. T=0.27 and p value= 0.39 on which basis can i say there is a difference of no difference?

thanks alot,

Gomaa.

Hi Gomaa.

I hope that the materials linked below can be of use in connection with this. The last is an empirical illustration.

Kock, N. (2014). One-tailed or two-tailed P values in PLS-SEM? Laredo, TX: ScriptWarp Systems.

http://www.scriptwarp.com/warppls/pubs/Kock_2014_OneTwoTailedPLSSEM.pdf

Kock, N. (2014). Advanced mediating effects tests, multi-group analyses, and measurement model assessments in PLS-based SEM. International Journal of e-Collaboration, 10(3), 1-13.

http://www.scriptwarp.com/warppls/pubs/Kock_2014_UseSEsESsLoadsWeightsSEM.pdf

Kock, N., Verville, J., Danesh, A., & DeLuca, D. (2009). Communication flow orientation in business process modeling and its effect on redesign success: Results from a field study. Decision Support Systems, 46(2), 562-575.

http://www.scriptwarp.com/warppls/pubs/Kock_etal_2009_DSS.pdf

Dear Sir,

I am facing problem in draging moderating link. this command does not funtion properly on my system. Kindly suggest me some possible measure to overcome this problem.

Regards,

Sandeep Gupta, IIT Kanpur India

One of the subscriber

Hi Sandeep. Enabling link-dragging can cause more problems for users than help. If you have a link X > Y, and what you really want is a link X > Z, simply delete the X > Y link and create a new link X > Z. This generally applies to direct and moderating links.

Actually i am talking about drawing moderating link which is not functioning at all.

I suggest you contact Support about this:

http://www.scriptwarp.com/contact/

Ned,

Is it possible to reload a revised raw dataset into a saved project that has all the SEM model specifications without having to redo the SEM specification?

The data set is exactly the same size. Can I just do step 2 over again within a saved project? Of course I would have to redo step 3 as well...

Good program! It's weird. I can get it to run on my laptop but not my workstation... Bizarre.

Hi Tom. Through the menu options “Add raw data from clipboard” and “Add raw data from file” users can add new data from the clipboard or from a file. This data then becomes available for use in models, without users having to go back to Step 2. These options relieve users from having to go through nearly all of the steps of a SEM analysis if they find out that they need more data after they complete Step 5 of the analysis. Past experience supporting users suggests that this is a common occurrence. These options employ the same data checks and data correction algorithms as in Step 2; please refer to the section describing that step for more details.

See page 16 of the latest version of the User Manual:

http://cits.tamiu.edu/WarpPLS/UserManual_v_5_0.pdf#page=16

Thank you, Ned. I was under the impression these options appended, or concatenated, new data to the data already in the model itself, not replace it. I will give it a try.

Thank you again! The program is way cool!

Tom

Hello Prof. Ned, Thanks for developing an easy to use SEM software.

May i know the threshold values for interpreting the result using warppls?

For example I got the following result

Average path coefficient (APC)=0.570, P<0.001

Average R-squared (ARS)=0.694, P<0.001

Average adjusted R-squared (AARS)=0.693, P<0.001

Average block VIF (AVIF)=2.867, acceptable if <= 5, ideally <= 3.3

Average full collinearity VIF (AFVIF)=3.987, acceptable if <= 5, ideally <= 3.3

Tenenhaus GoF (GoF)=0.833, small >= 0.1, medium >= 0.25, large >= 0.36

Sympson's paradox ratio (SPR)=1.000, acceptable if >= 0.7, ideally = 1

R-squared contribution ratio (RSCR)=1.000, acceptable if >= 0.9, ideally = 1

Statistical suppression ratio (SSR)=1.000, acceptable if >= 0.7

Nonlinear bivariate causality direction ratio (NLBCDR)=1.000, acceptable if >= 0.7

Is there any threshold value for Average path coefficient ? and also beta value and R-square?

You can find a detailed discussion of the fit indices below (direct link to page in the User Manual):

http://www.scriptwarp.com/warppls/UserManual_v_5_0.pdf#page=50

Also, you may want to take a look at the discussions on vertical and lateral collinearity, as well as common method bias, in the documents below.

https://drive.google.com/file/d/0B76EXfrQqs3hYlZhTWdWcXRockU/view

http://www.scriptwarp.com/warppls/pubs/Kock_Lynn_2012.pdf

http://www.scriptwarp.com/warppls/UserManual_v_5_0.pdf#page=65

I suspect you have a least one full collinearity VIF whose value is suggestive of collinearity and/or common method bias.

Hi, Ned Kock.

I want to ask, what is the difference between smartpls and warppls?

I would be glad to see the answer.

Regards, Hilda.

Hi Hilda. The main differences between WarpPLS and other SEM software (including SmartPLS) are summarized in the post above. Also, see this link:

http://www.scriptwarp.com/warppls/UserManual_v_5_0.pdf#page=5

Hi all

Am testing a model using warppls and found that we can classify variables as formative and reflective.

I have used to job satisfaction survey by spector ( http://shell.cas.usf.edu/~pspector/scales/jssovr.html) to measure job satisfaction which include 9 independent variables like pay promotion etc where score of each variable shows satisfaction towards that particular factor and total score of all 9 variables shows overall job satisfaction.

my model also contains 6 other independent variables like availability of leave, work life conflict etc and total score of these shows work stress faced by employee.

I have also measured another variable called organisational commitment using another 5 questions.

By using warppls i want to see how job satisfaction and work stress affect commitment.

My doubt is which of these variables should be taken as formative and which is reflective ?

Thank you

Hi Rajesh. I hope that the materials linked below can be of use in connection with this.

Kock, N., & Mayfield, M. (2015). PLS-based SEM algorithms: The good neighbor assumption, collinearity, and nonlinearity. Information Management and Business Review, 7(2), 113-130.

https://docs.google.com/file/d/0B76EXfrQqs3hQTByVmsxQlA4bnM/view

User Manual (link to specific page):

http://www.scriptwarp.com/warppls/UserManual_v_5_0.pdf#page=23

The formative-reflective measurement dichotomy

http://warppls.blogspot.com/2015/07/the-formative-reflective-measurement.html

Hi, Professor. I've used the factor-based-CFM1 in your WarpPLS 5.0 to estimate a model and found that the results are very different from the PLS-regression. Some findings from the factor-based's are quite hard to explain (e.g. a beta coefficient of 0.66 with p > .05). As you said the factor-based's considers measurement errors, should we need to use it instead of other algorithms? If not, can you please let us know when we should use the factor-based's? I read all your materials, but couldn't find an answer. Your reply is much appreciated.

Hi Anon. I hope that the materials linked below can be of use in connection with this.

Kock, N., & Mayfield, M. (2015). PLS-based SEM algorithms: The good neighbor assumption, collinearity, and nonlinearity. Information Management and Business Review, 7(2), 113-130.

https://docs.google.com/file/d/0B76EXfrQqs3hQTByVmsxQlA4bnM/view

Kock, N. (2015). A note on how to conduct a factor-based PLS-SEM analysis. International Journal of e-Collaboration, 11(3), 1-9.

https://docs.google.com/file/d/0B76EXfrQqs3hYkxubGxVa3RUc0U/view

User Manual (link to specific page):

http://www.scriptwarp.com/warppls/UserManual_v_5_0.pdf#page=97

Hi, I was wondering if you have any comments on this. I am running a model with smartPLS and WarpPLS but getting different results on an interaction term.

-I have two constructs, both have 2 scale items with around 0.9 loadings. When I add the interaction term between them, path coefficient 0.06 (with WarpPLS) and is significant, whereas smartPLS indicates a zero path coefficient.

thank you so much!

Hi Asli. This blog focuses on WarpPLS.

Hi all,

Iam asking if WarpPlS can handle a model with seven formative constructs, one exogenous, one endogenous and the othrers exo/ endo. what about identification?

Baha

Hi Baha.

In covariance-based SEM, model identification is a major issue. This is due to the mathematics underlying the method, which relies on fitting the model-implied and actual indicator covariance matrices.

WarpPLS sits on a very different mathematical foundation, building heavily on Wright’s path analysis method. This is true even for the factor-based algorithms, although those incorporate elements of covariance-based SEM.

Generally speaking, neither the number of observations available (in the sense of covariance-based SEM) nor the sample size has to be considered by users. That is, identification is not an issue in WarpPLS. As for formative LVs, I would recommend caution in their – see the blog post below.

http://warppls.blogspot.com/2015/07/the-formative-reflective-measurement.html

Hi prof,

So, in the analysis of the model I got some weak r squared. How can remdey that? and what are the acceptable values for r squared and beta?

Thanks

Baha

Hi Baha. You may want to take a look at the video clip and Manual section linked below:

http://www.youtube.com/watch?v=_NQnVckeBb8

http://cits.tamiu.edu/WarpPLS/UserManual_v_5_0.pdf#page=30

Also, I recommend reviewing the materials linked on WarpPLS.com and attending the full-day workshop at the PLS Applications Symposium:

http://plsas.net/

HI Ned

Where can I find the T values in the WARPLS results? I worked with 5 reflective latent variables and 1 formative

Thank you

Moni

Hi Moni. WarpPLS 5.0 reports P values directly, instead of T ratios. Still, T ratios can be easily calculated by dividing the path coefficients by their standard errors, both of which are reported by WarpPLS. Version 6.0 of WarpPLS will also report T ratios and confidence intervals, primarily for completeness. In the meantime, I hope that the materials linked below can be of use in connection with this.

Hypothesis testing with confidence intervals and P values:

http://warppls.blogspot.com/2015/12/hypothesis-testing-with-confidence.html

Kock, N. (2014). Advanced mediating effects tests, multi-group analyses, and measurement model assessments in PLS-based SEM. International Journal of e-Collaboration, 10(3), 1-13.

Kock, N. (2016). Hypothesis testing with confidence intervals and P values in PLS-SEM. International Journal of e-Collaboration, 12(3), 1-6.

Kock, N. (2015). One-tailed or two-tailed P values in PLS-SEM? International Journal of e-Collaboration, 11(2), 1-7.

(For the full text links to the above and other publications, see under “Publications” at: http://warppls.com.)

Hello Ned,

Does WarpPLS 5.0 allow for the use of analytical weights during analysis? I am using a complex data set, so would like to use the appropriate weights.

Thank you,

Tashera

Sorry for so many questions. I am new to WarpPLS, and want to assure that I am using the software appropriately. Below are a few of my concerns.

1: All of my latent variables are measured using one indicator variable (each is a composite score that had already been created using PCA). As such, I have changed the outer model analysis algorithm to Robust Path Analysis, using Warp3 inner model analysis algorithm, and Stable3 resampling method. Is this the correct setting? Are there any additional setting changes needed to produce the most meaningful statistical outputs?

2: Am I allowed to have two dichotomous dependent variables in a single model? I saw the post where you used a dichotomous dependent variable (Effe), but haven't seen any examples of more than one dichotomous variable in a model. Basically, one of my dichotomous variables is also a predictor of the second. Is this appropriate within WarpPLS, or would I need to create two separate models, each using only one dichotomous variable?

3: For dichotomous dependent variables, do I have to use the range restriction option, where I would restrict those particular variables, selecting type as unstandardized, with range from 0 to 1? Or do I not need to make any changes? I was afraid that standardization would somehow distort the categories.

Thank you for your assistance!

Tashera

Hi Tashera. If you want to use analytical weights, I suggest that you create your LV directly using a tool like Excel, using the weight assignments to its component indicators. Then read the LV into WarpPLS, and create a corresponding LV with the column of values you created as the LV’s single indicator.

If all LVs are measured thought one single indicator, all outer model algorithms will yield the same LV estimates. In these cases, choosing “Robust Path Analysis” is recommended for computational efficiency’s sake.

Dichotomous variables are okay, and you can have more than one in a model. Just keep in mind that in many situations dichotomous variables refer to non-dichotomous variables that have been “reduced” to dichotomous. Such a reduction normally leads to underestimation of path coefficients.

This is almost always the case with endogenous dichotomous variables, although “true” dichotomous endogenous variables can indeed exist. For example, in a study of genetic engineering of livestock, one can have biological sex (male/female) as an endogenous dichotomous variable.

The one positive point one can make about using dichotomous variables in WarpPLS is that the likelihood of type I errors is decreased vis-à-vis the corresponding model without dichotomous variables. That is, the tests of the hypotheses tend to err on the conservative side.

Thank you for your feedback!! Your explanations are very helpful.

Hi Ned,

What are the recommended system requirements for WarpPLS in terms of RAM etc?

Thank you,

Lauren.

Hi Lauren. Any computer that runs Windows (2000, XP, 7, 8 and 10) will do. In older computers WarpPLS tends to run slower, particularly with very large datasets - e.g., 100 cols. and 1,000,000 rows.

Thank you for the great blog, tutorials and user manuals. They have been a great help.

I am facing a challenge analyzing my data when I removed outliers and treat them as missing data. I have attempted arithmetic mean imputation as well as multiple regression imputation, but with both the same issue occurs. When I change the order of the cases (ascending or descending order), I got different results every time the order of cases changes.

Could you please explain the issue here? Note that I have been comparing path coefficients, p values and size effect.

You said you "change the order of the cases". Do you re-read the data when you do this?

Hi Ned,

I have a question regarding the implementation of a dichotomous variable as a moderator in a model.

The model looks something like this; seven independent variables (A, B, C, D, E, F, G) that were tested in two scenarios influence a dependent variable (J) that was also tested in two scenarios. I have one moderating variable (H) that influences the relationship between the IVs and the DV and now I also want to include a moderating variable that can tell me something about the difference in the relationship between the variables for the two distinct scenarios (so, a dummy variable that maybe has 0 for one scenario and 1 for the other).

I hope you can tell me how to do this, or if not possible, suggest a different way to test this?

Thank you,

Marnix

Hi Marnix. You may want to consider full latent growth for this.

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