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Titel:

Empirical likelihood for linear structural equation models with dependent errors

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Wang, Y. Samuel; Drton, Mathias
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...     »
Stichworte:
causal inference, empirical likelihood, graphical model, structural equation model
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Stat
Jahr:
2017
Band / Volume:
6
Jahr / Monat:
2017-11
Quartal:
4. Quartal
Monat:
Nov
Heft / Issue:
1
Seitenangaben Beitrag:
434-447
Sprache:
en
Volltext / DOI:
doi:10.1002/sta4.169
Verlag / Institution:
Wiley
E-ISSN:
2049-1573
Publikationsdatum:
03.11.2017
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