Multimodality of the likelihood in the bivariate seemingly unrelated regressions model

DOI10.1093/BIOMET/91.2.383MaRDI QIDQ3367604zbMATHOpenAlexWikidataFDO

Authors Mathias Drton, Thomas S. Richardson

Publication date 24 January 2006

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/26b7bd228382afba6ddca60809b0cf3a11e92b1a

zbMATH Keywords

Graphical modelMaximum likelihood estimationIterative estimationLocal maximaSystem of regression equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Graphical methods in statistics (62A09)

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Cited in

(18)

• Chain graph models of multivariate regression type for categorical data
• Computation of maximum likelihood estimates in cyclic structural equation models
• Markov equivalence for ancestral graphs
• Conditional independence models for seemingly unrelated regressions with incomplete data
• Iterative quasi-likelihood for seemingly unrelated regression systems
• An extension of the partially linear Rice regression model for bimodal and correlated data
• A random covariance model for bi‐level graphical modeling with application to resting‐state fMRI data
• Computing all roots of the likelihood equations of seemingly unrelated regressions
• A framework for adaptive MCMC targeting multimodal distributions
• Sequences of regressions and their independences
• Flat and multimodal likelihoods and model lack of fit in curved exponential families
• Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models
• Highly accurate likelihood analysis for the seemingly unrelated regression problem
• Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
• Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
• A SINful approach to Gaussian graphical model selection
• Covariance chains
• Counting and locating the solutions of polynomial systems of maximum likelihood equations. I.

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