In the framework of redundancy analysis and reduced rank regression, the extended redundancy analysis model managed to account for more than two blocks of manifest variables in its specification. A further extension, the generalized redundancy analysis (GRA), has been recently proposed in literature, with the aim of incorporating external covariates into the model, thanks to a new estimation algorithm that manages to separate all the contributions of the exogenous and external covariates in the formation of the latent composites. At present, software to estimate GRA models is not available. In this paper, we provide an SAS macro, %GRA, to specify and fit structural relationships, with an application to illustrate the use of the macro.

Lovaglio, P., Vacca, G. (2017). %Gra: an SAS macro for generalized redundancy analysis. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 87(5), 1048-1060 [10.1080/00949655.2016.1243685].

%Gra: an SAS macro for generalized redundancy analysis

LOVAGLIO, PIETRO GIORGIO
Primo
;
VACCA, GIANMARCO
2017

Abstract

In the framework of redundancy analysis and reduced rank regression, the extended redundancy analysis model managed to account for more than two blocks of manifest variables in its specification. A further extension, the generalized redundancy analysis (GRA), has been recently proposed in literature, with the aim of incorporating external covariates into the model, thanks to a new estimation algorithm that manages to separate all the contributions of the exogenous and external covariates in the formation of the latent composites. At present, software to estimate GRA models is not available. In this paper, we provide an SAS macro, %GRA, to specify and fit structural relationships, with an application to illustrate the use of the macro.
Articolo in rivista - Articolo scientifico
alternating least squares; latent components; reduced rank regression; Redundancy analysis; SAS macro;
English
2017
87
5
1048
1060
reserved
Lovaglio, P., Vacca, G. (2017). %Gra: an SAS macro for generalized redundancy analysis. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 87(5), 1048-1060 [10.1080/00949655.2016.1243685].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/152460
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