Conditional independence models for seemingly unrelated regressions with incomplete data

DOI10.1016/J.JMVA.2005.03.014MaRDI QIDQ2489760zbMATH OpenOpenAlexWikidataFDO

Authors Mathias Drton, Michael D. Perlman, Steen A. Andersson

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.03.014

zbMATH Keywords

acyclic directed graphsgraphical modellattice conditional independence modelMANOVAmissing data

Mathematics Subject Classification ID

Applications of graph theory (05C90) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

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• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
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• Lattice conditional independence models for seemingly unrelated regressions
• Lattice models for conditional independence in a multivariate normal distribution
• Lattice-ordered conditional independence models for missing data
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• Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
• Normal linear regression models with recursive graphical Markov structure
• On a problem of Andersson and Perlman
• On Bayesian estimation of seemingly unrelated regressions when some observations are missing
• On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
• Testing lattice conditional independence models

Cited in

(6)

• Computing all roots of the likelihood equations of seemingly unrelated regressions
• Conditional independence models for seemingly unrelated regressions with incomplete data
• Linear Regression Models under Conditional Independence Restrictions
• Lattice conditional independence models for seemingly unrelated regressions
• Itemwise conditionally independent nonresponse modelling for incomplete multivariate data
• Markov equivalence for ancestral graphs

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