Sequences of regressions and their independences

DOI10.1007/S11749-012-0290-6zbMATH Open1259.62063arXiv1103.2523OpenAlexW2147134610MaRDI QIDQ1936537FDOQ1936537

Authors: Nanny Wermuth, Kayvan Sadeghi 

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Abstract: Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or retrospective studies. Conditional independences are captured by what we name regression graphs, provided the generated distribution shares some properties with a joint Gaussian distribution. Regression graphs extend purely directed, acyclic graphs by two types of undirected graph, one type for components of joint responses and the other for components of the context vector variable. We review the special features and the history of regression graphs, derive criteria to read all implied independences of a regression graph and prove criteria for Markov equivalence that is to judge whether two different graphs imply the same set of independence statements. Knowledge of Markov equivalence provides alternative interpretations of a given sequence of regressions, is essential for machine learning strategies and permits to use the simple graphical criteria of regression graphs on graphs for which the corresponding criteria are in general more complex. Under the known conditions that a Markov equivalent directed acyclic graph exists for any given regression graph, we give a polynomial time algorithm to find one such graph.

Full work available at URL: https://arxiv.org/abs/1103.2523

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zbMATH Keywords

structural equation modelschain graphsindependence graphslabelled treesgraphical Markov modelslattice conditional independence modelsconcentration graphscovariance graphsintervention models

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of graph theory (05C90) Markov processes (60J99)

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• Comment on: Sequences of regressions and their independences
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Uses Software

• TETRAD
• MIM

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