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Modellselektion in Finite Mixture PLS-Modellen

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  • 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.

Suggested Citation

  • Sarstedt, Marko & Salcher, André, 2007. "Modellselektion in Finite Mixture PLS-Modellen," Discussion Papers in Business Administration 1394, University of Munich, Munich School of Management.
  • Handle: RePEc:lmu:msmdpa:1394
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    File URL: https://epub.ub.uni-muenchen.de/1394/1/2007-06-05_FIMIX_Working_Paper_final.pdf
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    References listed on IDEAS

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    5. Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber, 2002. "Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 54(3), pages 243-269, July.
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    Cited by:

    1. Josef A. Mazanec & Amata Ring, 2011. "Tourism Destination Competitiveness: Second Thoughts on the World Economic Forum Reports," Tourism Economics, , vol. 17(4), pages 725-751, August.

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    More about this item

    Keywords

    FIMIX PLS; Model Selection; Finite Mixture; Partial Least Squares; PLS; Information Criteria;
    All these keywords.

    JEL classification:

    • M31 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Marketing and Advertising - - - Marketing
    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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