Consistent Partial Least Squares for Nonlinear Structural Equation Models

Partial Least Squares as applied to models with latent variables, measured indirectly by indicators, is well-known to be inconsistent. The linear compounds of indicators that PLS substitutes for the latent variables do not obey the equations that the latter satisfy. We propose simple, non-iterative corrections leading to consistent and asymptotically normal (CAN)-estimators for the loadings and for the correlations between the latent variables. Moreover, we show how to obtain CAN-estimators for the parameters of structural recursive systems of equations, containing linear and interaction terms, without the need to specify a particular joint distribution. If quadratic and higher order terms are included, the approach will produce CAN-estimators as well when predictor variables and error terms are jointly normal. We compare the adjusted PLS, denoted by PLSc, with Latent Moderated Structural Equations (LMS), using Monte Carlo studies and an empirical application.     

Why Intentions?

There is an influential conception of intentional agency in terms of just beliefs and desires. And there is an equally influential conception that adds intentions as separate ingredients. It remains disputed whether (1) adding intentions is really necessary, and (2) what difference that addition exactly makes. I argue that (1) adding intentions is required, but only because and insofar as (2) it makes room for a distinctively practical kind of reasoning. I critically consider Bratman's main considerations in support of adding intentions, viz., conduct‐control, inertia, and input for practical reasoning, and argue that a desire‐belief theorist can easily accommodate those. I then reconsider all three Bratmanian considerations in order to establish a more fundamental difference in terms of a robust notion of practical reasoning. Such a difference can be found if we place Bratman's considerations in the light of Sebastian Rödl's idea of a measure or order of practical reasoning.     

Automatic Bayes Factors for Testing Equality- and Inequality-Constrained Hypotheses on Variances

In comparing characteristics of independent populations, researchers frequently expect a certain structure of the population variances. These expectations can be formulated as hypotheses with equality and/or inequality constraints on the variances. In this article, we consider the Bayes factor for testing such (in)equality-constrained hypotheses on variances. Application of Bayes factors requires specification of a prior under every hypothesis to be tested. However, specifying subjective priors for variances based on prior information is a difficult task. We therefore consider so-called automatic or default Bayes factors. These methods avoid the need for the user to specify priors by using information from the sample data. We present three automatic Bayes factors for testing variances. The first is a Bayes factor with equal priors on all variances, where the priors are specified automatically using a small share of the information in the sample data. The second is the fractional Bayes factor, where a fraction of the likelihood is used for automatic prior specification. The third is an adjustment of the fractional Bayes factor such that the parsimony of inequality-constrained hypotheses is properly taken into account. The Bayes factors are evaluated by investigating different properties such as information consistency and large sample consistency. Based on this evaluation, it is concluded that the adjusted fractional Bayes factor is generally recommendable for testing equality- and inequality-constrained hypotheses on variances.