Global identifiability of linear structural equation models
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Publication:116503
DOI10.1214/10-AOS859zbMATH Open1215.62052arXiv1003.1146WikidataQ57436299 ScholiaQ57436299MaRDI QIDQ116503FDOQ116503
Authors: Rina Foygel, Seth Sullivant, Rina Foygel Barber, Mathias Drton, Seth Sullivant 
Publication date: 1 April 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
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 the parametrization of the model and is fundamental in particular for applicability of standard statistical methodology.
Full work available at URL: https://arxiv.org/abs/1003.1146
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multivariate normal distributioncovariance matrixGaussian distributiongraphical modelparameter identification
Linear regression; mixed models (62J05) Applications of graph theory (05C90) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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