Compute R2 for moderation models in excel for statistical significance
Posted: Sat Jun 22, 2019 7:00 pm
Hello,
I am trying to compute Bias corrected bootstrapping intervals in excel to test for statistical significance of R2.
However, before to do that I computed the R2 of the endogenous variable in excel.
I am following the procedure suggested by Streukens & Leroi-Werelds (2016) and the formula provided in their paper coming from
Tenenhaus, Vinzi, Chatelin, and Lauro's (2005). The formula to compute the endogenous construct's coefficient of determination is:
R2= ∑i |βi *cor(Xi,Yi)|
where,βi is the structural model parameter describing the relationship between Xi and Yi, whereas cor(Xi,Yi) is the (latent variables)
correlation between the two constructs.
When applying this formula to simple models I get in excel the same R2 that I get in SmartPls.
However, when trying to compute the formula for moderated models the results are slightly different (i.e. R2 in SmartPls 0.316 and R2 in Excel 0.330).
What I did in the moderation model with M as moderator of X-->Y was to multiply the path coefficient of the interaction term for the correlation of the interaction term with the endogenous variable (as suggested by the formula so). Then, I added the result to the other parameters obtained in the model through βx-->y * cor (X,Y) and βm-->y * cor (M,Y).
Is the above procedure the correct one to get R2 for moderation models?
If no, could you please advise on the right procedure?
Thank you!
Alex
Reference
Streukens, S. & Leroi-Werelds, S., (2016). "Bootstarpping and PLS-SEM: a step by step guide to get more out of your bootstrap results". European Management Journal, 1-15.
I am trying to compute Bias corrected bootstrapping intervals in excel to test for statistical significance of R2.
However, before to do that I computed the R2 of the endogenous variable in excel.
I am following the procedure suggested by Streukens & Leroi-Werelds (2016) and the formula provided in their paper coming from
Tenenhaus, Vinzi, Chatelin, and Lauro's (2005). The formula to compute the endogenous construct's coefficient of determination is:
R2= ∑i |βi *cor(Xi,Yi)|
where,βi is the structural model parameter describing the relationship between Xi and Yi, whereas cor(Xi,Yi) is the (latent variables)
correlation between the two constructs.
When applying this formula to simple models I get in excel the same R2 that I get in SmartPls.
However, when trying to compute the formula for moderated models the results are slightly different (i.e. R2 in SmartPls 0.316 and R2 in Excel 0.330).
What I did in the moderation model with M as moderator of X-->Y was to multiply the path coefficient of the interaction term for the correlation of the interaction term with the endogenous variable (as suggested by the formula so). Then, I added the result to the other parameters obtained in the model through βx-->y * cor (X,Y) and βm-->y * cor (M,Y).
Is the above procedure the correct one to get R2 for moderation models?
If no, could you please advise on the right procedure?
Thank you!
Alex
Reference
Streukens, S. & Leroi-Werelds, S., (2016). "Bootstarpping and PLS-SEM: a step by step guide to get more out of your bootstrap results". European Management Journal, 1-15.