Variance-covariance input
Variance-covariance input
Would it be possible to provide the option for using the variance-covariance matrix rather than indicator data as the input? Christian mentioned recently that LVPLS provides an algorithm for doing so.
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This option would also solve the problem of not currently being able to analysis weighted data sets, since the variances/covariances can be computed on a weighted basis. I have used this trick with AMOS to enable weighted models to be run (although what it does to the interpretation of significance of results, I don't know).