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Document type:
Zeitschriftenaufsatz 
Author(s):
Wang, Y. Samuel; Drton, Mathias 
Title:
Empirical likelihood for linear structural equation models with dependent errors 
Abstract:
We consider linear structural equation models that are associated with mixed graphs. The structural equations in these models only involve observed variables, but their idiosyncratic error terms are allowed to be correlated and non‐Gaussian. We propose empirical likelihood procedures for inference and suggest several modifications, including a profile likelihood, in order to improve tractability and performance of the resulting methods. Through simulations, we show that when the error distributi...    »
 
Keywords:
causal inference, empirical likelihood, graphical model, structural equation model 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Stat 
Year:
2017 
Journal volume:
Year / month:
2017-11 
Quarter:
4. Quartal 
Month:
Nov 
Journal issue:
Pages contribution:
434-447 
Language:
en 
Fulltext / DOI:
Publisher:
Wiley 
E-ISSN:
2049-1573 
Date of publication:
03.11.2017