Computing maximum likelihood estimates in recursive linear models with correlated errors

MaRDI QIDQ2880974zbMATH OpenFDO

Authors Mathias Drton, Michael Eichler, 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, http://www.jmlr.org/papers/v10/drton09a.html

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)

Recommendations

• Identifiability and estimation of recursive max-linear models
• Max-linear models on directed acyclic graphs
• scientific article; zbMATH DE number 3878159
• RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS
• Recursive max-linear models with propagating noise

Cited in

(14)

• On scoring maximal ancestral graphs with the max-min hill climbing algorithm
• Maximum likelihood analysis of linear mediation models with treatment-mediator interaction
• Computation of maximum likelihood estimates in cyclic structural equation models
• Discovering causal graphs with cycles and latent confounders: an exact branch-and-bound approach
• Towards standard imsets for maximal ancestral graphs
• On the causal interpretation of acyclic mixed graphs under multivariate normality
• Identifiability and estimation of recursive max-linear models
• 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
• Probability distributions with summary graph structure
• Empirical likelihood for linear structural equation models with dependent errors
• MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS

Describes a project that uses

Uses Software

• sem

This page was built for publication: Computing maximum likelihood estimates in recursive linear models with correlated errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2880974)