As stated above is there a way to assign statistical significance (ie get a p-value) from the individual VIPs of RCs of a PLS model?
There is the obvious issue that the VIP is a single point and so there is no mean or variation. However some papers report they used jackknifing to generate a SEM for each VIP and could then run simple analysis (T tests). Unfortunately, I can't find any additional information and haven't gotten it to work yet.
Has anyone tried this? Or have an alternative method?