%ERA: A SAS Macro for Extended Redundancy Analysis

A new approach to structural equation modeling based on so-called extended redundancy analysis has been recently proposed in the literature, enhanced with the added characteristic of generalizing redundancy analysis and reduced-rank regression models for more than two blocks. In this approach, the r...

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Bibliographic Details
Main Authors: Pietro Giorgio Lovaglio, Gianmarco Vacca
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2016-10-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2905
Description
Summary:A new approach to structural equation modeling based on so-called extended redundancy analysis has been recently proposed in the literature, enhanced with the added characteristic of generalizing redundancy analysis and reduced-rank regression models for more than two blocks. In this approach, the relationships between the observed exogenous variables and the observed endogenous variables are moderated by the presence of unobservable composites that were estimated as linear combinations of exogenous variables, permitting a great flexibility to specify and fit a variety of structural relationships. In this paper, we propose the SAS macro %ERA to specify and fit structural relationships in the extended redundancy analysis (ERA) framework. Two examples (simulation and real data) are provided in order to reproduce results appearing in the original article where ERA was proposed.
ISSN:1548-7660