Estimating Model Selection and Rejection Uncertainty via Akaike Weights in PLS-SEM models and generating model-averaged predictions.

This document serves as a "how to" guide for calculating Information Theoretic model selection criteria, Akaike Weights, and model-averaged predictions for PLS-SEM Models.

Please run the code in code.R.

References:

Danks, N., Sharma, P.N., and Sarstedt, M. "Model Selection Uncertainty and Multimodel Inference in Partial Least Squares Structural Equation Modeling (PLS-SEM)," forthcoming in the Journal of Business Research, (2020).

Sharma, P.N., Sarstedt, M., Shmueli, G., Kim, K.H. (†), and Thiele, K.O. "PLS-Based Model Selection: The Role of Alternative Explanations in Information Systems Research," Journal of the Association for Information Systems, 20(4), pp. 346-397, (2019).

Sharma, P.N., Shmueli, G., Sarstedt, M., Danks, N. & Ray, S. "Prediction-Oriented Model Selection in Partial Least Squares Path Modeling," Decision Sciences, (2018).