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Ned Kock
About Me
I am a researcher, software developer, consultant, and college professor. Two of my main areas of research are nonlinear variance-based structural equation modeling, and evolutionary biology as it applies to the study of human-technology interaction. My degrees are in engineering (B.E.E.), computer science (M.S.), and business (Ph.D.). I am interested in the application of science, statistics, and technology to the understanding of human health and behavior. Here I blog about statistics, and more specifically about nonlinear variance-based structural equation modeling and WarpPLS, the first software to enable this type of analysis. My personal web site contains my contact information and freely available articles related to the topic of this blog: nedkock.com.
Ned Kock on the Web
Copyright
The contents of this blog may be used with proper attribution. Most of the issues covered here are also covered in the latest version of the WarpPLS User Manual. Therefore, you can cite the Manual to refer to issues covered here in this blog.
Acknowledgement
Ned Kock gratefully acknowledges that he regularly consults with the most interesting man in the world, especially in connection with complex mathematical problems.
Interesting Links
- Armin Monecke
- Bradley Efron
- Correlation & Causality - Blog
- Factor Analysis by R.J. Rummel
- Gaston Sanchez
- James E. Gaskin
- Judea Pearl - Publications
- Jörg Henseler - Research
- Overfitting - Wikipedia
- PLS Path Modeling with R (Gaston Sanchez)
- PLS Regression - Wikipedia
- PLS Regression by D. Garson
- PLS-Graph
- PLS-SEM.com
- PLS-School.com
- Ross Ihaka
- SEM - Wikipedia
- SEM by D. Garson
- Sewall Wright - Wikipedia
- SmartPLS
- StatWiki (James E. Gaskin)
- T.K. (Theo) Dijkstra - Research
- VisualPLS
- WarpPLS
- Wolfram Alpha
- Wynne W. Chin
- semPLS: SEM using PLS in R (Armin Monecke)
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2 comments:
Thank you for good tutorial ...how about multicoliniarity, autocorrelation and normality..i need more understanding in warppls
Hi Hanif. Multicolinearity can be assessed via FCVIFs. Deviations from normality are not a problem in WarpPLS. Autoregression can be addressed through instrumental variables that control for time, employing the anchor-factorial with variation diffusion approach (see links below).
https://warpinvestor.blogspot.com/2020/11/understanding-price-of-bitcoin-data.html
https://scriptwarp.com/dapj/2020_DAPJ_1_2/Kock_2020_DAPJ_1_2_MultiLevel.pdf
On the first link, which is for a newer post on bitcoin, see the discussion on the "iGBTC variable".
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