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Titel:

Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors

Dokumenttyp:
Zeitungsartikel
Autor(en):
Drton, Mathias, Eichler, Michael, Richardson, Thomas S.
Abstract:
In recursive linear models, the multivariate normal joint distribution of all variables exhibits a dependence structure induced by a recursive (or acyclic) system of linear structural equations. These linear models have a long tradition and appear in seemingly unrelated regressions, structural equation modelling, and approaches to causal inference. They are also related to Gaussian graphical models via a classical representation known as a path diagram. Despite the models’ long history, a number...     »
Stichworte:
linear regression, maximum likelihood estimation, path diagram, structural equationmodel, recursive semi-Markov model, residual iterative conditional fitting
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Journal of Machine Learning Research
Jahr:
2009
Band / Volume:
10
Jahr / Monat:
2009-10
Quartal:
4. Quartal
Monat:
Oct
Seitenangaben Beitrag:
2329-2348
Sprache:
en
WWW:
Journal of Machine Learning Research
Verlag / Institution:
Microtome Publishing
Print-ISSN:
1532-4435
Status:
Verlagsversion / published
Eingereicht (bei Zeitschrift):
01.03.2008
Publikationsdatum:
01.10.2009
Format:
Text
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