Computing maximum likelihood estimates in recursive linear models with correlated errors

zbMATH Open1235.62077arXivmath/0601631MaRDI QIDQ2880974FDOQ2880974

Michael Eichler, Mathias Drton, Thomas S. Richardson

Publication date: 17 April 2012

Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601631

zbMATH Keywords

structural equation modellinear regressionpath diagramrecursive semi-Markov modelresidual iterative conditional fitting

Mathematics Subject Classification ID

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

Cited In (13)

• On scoring maximal ancestral graphs with the max-min hill climbing algorithm
• Maximum likelihood analysis of linear mediation models with treatment-mediator interaction
• Towards standard imsets for maximal ancestral graphs
• Computation of maximum likelihood estimates in cyclic structural equation models
• Discovering causal graphs with cycles and latent confounders: an exact branch-and-bound approach
• On the causal interpretation of acyclic mixed graphs under multivariate normality
• Reference priors for linear models with general covariance structures
• Comments on: Sequences of regressions and their independencies
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1
• Global identifiability of linear structural equation models
• Empirical likelihood for linear structural equation models with dependent errors
• Probability distributions with summary graph structure
• MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS

Uses Software

• sem

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