Computation of maximum likelihood estimates in cyclic structural equation models

DOI10.1214/17-AOS1602zbMath1499.62016arXiv1610.03434MaRDI QIDQ1731051

Mathias Drton, Y. Samuel Wang, Christopher Fox

Publication date: 6 March 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.03434

zbMATH Keywords

feedback; maximum likelihood estimation; graphical model; cyclic graph; linear structural equation model

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis

62F10: Point estimation

62H22: Probabilistic graphical models

Uses Software

• R
• sem
• Stata
• lavaan
• TETRAD