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Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Foygel, Rina; Sullivant, Seth
Title:
Global identifiability of linear structural equation models
Abstract:
Structural equation models are multivariate statistical models that are defined by specifying noisy functional relationships among random variables. We consider the classical case of linear relationships and additive Gaussian noise terms. We give a necessary and sufficient condition for global identifiability of the model in terms of a mixed graph encoding the linear structural equations and the correlation structure of the error terms. Global identifiability is understood to mean injectivity of...     »
Keywords:
Covariance matrix, Gaussian distribution, graphical model, multivariate normal distribution, parameter identification, structural equation model
Dewey Decimal Classification:
510 Mathematik
Journal title:
The Annals of Statistics
Year:
2011
Journal volume:
39
Year / month:
2011-03
Quarter:
1. Quartal
Month:
Mar
Journal issue:
2
Pages contribution:
865-886
Language:
en
Fulltext / DOI:
doi:10.1214/10-aos859
WWW:
Project Euclid
Publisher:
Institute of Mathematical Statistics
E-ISSN:
0090-5364
Date of publication:
09.03.2011
Format:
Text
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