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Titel:

Conditional independence models for seemingly unrelated regressions with incomplete data

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Drton, Mathias; Andersson, Steen A.; Perlman, Michael D.
Abstract:
We consider normal ≡ Gaussian seemingly unrelated regressions (SUR) with incomplete data (ID). Imposing a natural minimal set of conditional independence constraints, we find a restricted SUR/ID model whose likelihood function and parameter space factor into the product of the likelihood functions and the parameter spaces of standard complete data multivariate analysis of variance models. Hence, the restricted model has a unimodal likelihood and permits explicit likelihood inference. In the deve...     »
Stichworte:
Acyclic directed graph, Graphical model, Incomplete data, Lattice conditional independence model, MANOVA, Maximum likelihood estimator, Multivariate analysis, Missing data, Seemingly unrelated regressions
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Journal of Multivariate Analysis
Jahr:
2006
Band / Volume:
97
Jahr / Monat:
2006-02
Quartal:
1. Quartal
Monat:
Feb
Heft / Issue:
2
Seitenangaben Beitrag:
385-411
Sprache:
en
Volltext / DOI:
doi:10.1016/j.jmva.2005.03.014
Verlag / Institution:
Elsevier BV
E-ISSN:
0047-259X
Hinweise:
Available online 25 May 2005
Publikationsdatum:
01.02.2006
Format:
Text
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