Normal linear regression models with recursive graphical Markov structure

DOI10.1006/JMVA.1998.1745zbMATH Open1127.62377OpenAlexW1963510668MaRDI QIDQ1268015FDOQ1268015

Authors: Michael D. Perlman, Steen A. Andersson 

Publication date: 14 October 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/812319f8f26316b653f380f433c26e8031b7e77f

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Causation, prediction, and search
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• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Graphical models for associations between variables, some of which are qualitative and some quantitative
• Hyper Markov laws in the statistical analysis of decomposable graphical models
• A characterization of Markov equivalence classes for acyclic digraphs
• Bayesian analysis in expert systems. With comments and a rejoinder by the authors
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• Testing lattice conditional independence models
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• Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
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• A graphical characterization of lattice conditional independence models
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• Unbiasedness of the likelihood ratio test for lattice conditional independence models
• Graphical and Recursive Models for Contingency Tables
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• Stochastic inequalities relating a class of log-likelihood ratio statistics to their asymptotic \(\chi ^ 2\) distribution
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Cited In (19)

• Lattice conditional independence models for seemingly unrelated regressions
• Symmetry and lattice conditional independence in a multivariate normal distribution
• Invariant normal models with recursive graphical Markov structure.
• Ancestral graph Markov models.
• Selection of sparse vine copulas in high dimensions with the Lasso
• Recursive linear mixed models:some results on shared parameter estimation
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• Lattice conditional independence models for contingency tables with non-monotone missing data patterns
• On MLEs in an extended multivariate linear growth curve model
• Conditional independence models for seemingly unrelated regressions with incomplete data
• Totally ordered conditional independence models
• Separation and completeness properties for AMP chain graph Markov models.
• A SINful approach to Gaussian graphical model selection
• Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence
• Multiple testing and error control in Gaussian graphical model selection
• On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models
• A review of Gaussian Markov models for conditional independence
• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
• A characterization of Markov equivalence classes for acyclic digraphs

Uses Software

• TETRAD
• MIM

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