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Title:

Empirical likelihood for linear structural equation models with dependent errors

Document type:
Zeitschriftenaufsatz
Author(s):
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...     »
Keywords:
causal inference, empirical likelihood, graphical model, structural equation model
Dewey Decimal Classification:
510 Mathematik
Journal title:
Stat
Year:
2017
Journal volume:
6
Year / month:
2017-11
Quarter:
4. Quartal
Month:
Nov
Journal issue:
1
Pages contribution:
434-447
Language:
en
Fulltext / DOI:
doi:10.1002/sta4.169
Publisher:
Wiley
E-ISSN:
2049-1573
Date of publication:
03.11.2017
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