Events and Meetings of Italian Statistical Society, Advances in Latent Variables - Methods, Models and Applications

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Modelling with heterogeneity
Tomas Aluja, Giuseppe Lamberti, Gaston Sanchez

Last modified: 2013-06-16

Abstract


We present in this paper a methodology to deal with heterogeneity in modelling when the sources are unknown. Although the approach is general we present it for the PLS-PM latent variable modelling. We call such approach PATHMOX. The idea behind PATHMOX is to build a path models tree having a binary decision tree look-alike structure with models for different segments in each of its nodes. The split criterion consists in an F statistic for comparing structural models based on testing the equality of the path coefficients. We emphasize the rationale of such approach and its limitations. Finally we present an application to an Alumni Satisfaction survey.

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