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Modellselektion in Finite Mixture PLS-Modellen

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Author Info
Sarstedt, Marko
Salcher, André
Abstract

Der folgende Beitrag befasst sich mit dem Problem der Modellselektion im Finite Mixture Partial Least Squares (FIMIX-PLS)-Ansatz. Dieser Ansatz, welcher der Methodengruppe der Mischverteilungsmodelle zuzuordnen ist, ermöglicht eine simultane Schätzung der Modellparameter bei gleichzeitiger Ermittlung von Heterogenität in der Datenstruktur. Ein wesentliches Problem bei der Anwendung ist die Bestimmung der Anzahl der zugrunde liegenden Segmente, welche a priori unbekannt ist. Neben diversen statistischen Testverfahren wird zur Handhabung dieser Modellselektionsproblematik häufig auf so genannte Informationskriterien zurückgegriffen. Ziel des vorliegenden Beitrags ist es herauszuarbeiten, welches Informationskriterium für die Modellselektion in FIMIX-PLS besonders geeignet ist. Hierzu wurde eine Simulationsstudie initiiert, welche die Performanz gebräuchlicher Kriterien vor dem Hintergrund diverser Einflussfaktoren untersucht. Im Rahmen der Studie konnte mit dem Consistent Akaike’s Information Criterion (CAIC) ein Kriterium identifiziert werden, das die übrigen Kriterien in nahezu allen Faktorstufenkombinationen dominiert.

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Paper provided by University of Munich, Munich School of Management in its series Discussion Papers in Business Administration with number 1394.

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Date of creation: Mar 2007
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Handle: RePEc:lmu:msmdpa:1394

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Related research
Keywords: FIMIX PLS; Model Selection; Finite Mixture; Partial Least Squares; PLS; Information Criteria;

Find related papers by JEL classification:
M31 - Business Administration and Business Economics; Marketing; Accounting - - Marketing and Advertising - - - Marketing
C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

References listed on IDEAS
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  1. Gilles Celeux & Gilda Soromenho, 1996. "An entropy criterion for assessing the number of clusters in a mixture model," Journal of Classification, Springer, vol. 13(2), pages 195-212, September. [Downloadable!] (restricted)
  2. Hawkins, Dollena S. & Allen, David M. & Stromberg, Arnold J., 2001. "Determining the number of components in mixtures of linear models," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 15-48, November. [Downloadable!] (restricted)
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