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Title:

Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors

Document type:
Zeitungsartikel
Author(s):
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...     »
Keywords:
linear regression, maximum likelihood estimation, path diagram, structural equationmodel, recursive semi-Markov model, residual iterative conditional fitting
Dewey Decimal Classification:
510 Mathematik
Journal title:
Journal of Machine Learning Research
Year:
2009
Journal volume:
10
Year / month:
2009-10
Quarter:
4. Quartal
Month:
Oct
Pages contribution:
2329-2348
Language:
en
WWW:
Journal of Machine Learning Research
Publisher:
Microtome Publishing
Print-ISSN:
1532-4435
Status:
Verlagsversion / published
Submitted:
01.03.2008
Date of publication:
01.10.2009
Format:
Text
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