these 7 steps are already been covered
Explanation of target endogenous variable variance
Inner model path Coefficient sizes and significance
Outer model loadings and significance
Indicator reliability
Convergent Validity
Discriminant Validity
Structural Path significance in bootstrapping
Hello
First, You should remove those indicators with bad loadings (lower than 0.20). you have positive and negative loadings, are you using reverse items? you must recode them before running pls algorithm.
After this, I think the value you are asking for is the path loading (beta), which is the value you see from the two constructs to the dependent variable (firm performance)
Regards
after removing the bad loadings the model becomes significant and gives these quality criteria values
the path coefficient values are shown in figure. Does the P value helps in finding the range of t value so we can suggest that t value within this range will be required for best bank performance.
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