LINEAR DEPENDENCIES REPRESENTED BY CHAIN GRAPHS

被引：157

作者：

COX, DR ^{[1
]}

WERMUTH, N ^{[1
]}

机构：

[1] UNIV MAINZ,INST PSYCHOL,D-55099 MAINZ,GERMANY

来源：

STATISTICAL SCIENCE | 1993年 / 8卷 / 03期

关键词：

CHAIN MODEL; CONDITIONAL INDEPENDENCE; COVARIANCE SELECTION; DECOMPOSABLE MODEL; LINEAR STRUCTURAL EQUATION; MULTIVARIATE ANALYSIS; PATH ANALYSIS;

D O I：

10.1214/ss/1177010887

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Various special linear structures connected with covariance matrices are reviewed and graphical methods for their representation introduced, involving in particular two different kinds of edge between the nodes representing the component variables. The distinction between decomposable and nondecomposable structures is emphasized. Empirical examples are described for the main possibilities with four component variables.

引用

页码：204 / 218

页数：15

共 55 条

[1] ASYMPTOTICALLY EFFICIENT ESTIMATION OF COVARIANCE MATRICES WITH LINEAR STRUCTURE
ANDERSON, TW
[J]. ANNALS OF STATISTICS, 1973, 1 (01) : 135 - 141
[2] [Anonymous], 1990, GRAPHICAL MODELS APP
[3] AN APPROXIMATION TO MAXIMUM-LIKELIHOOD-ESTIMATES IN REDUCED MODELS
COX, DR
WERMUTH, N
[J]. BIOMETRIKA, 1990, 77 (04) : 747 - 761
[4] CAUSALITY - SOME STATISTICAL ASPECTS
COX, DR
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1992, 155 : 291 - 301
[5] RESPONSE MODELS FOR MIXED BINARY AND QUANTITATIVE VARIABLES
COX, DR
WERMUTH, N
[J]. BIOMETRIKA, 1992, 79 (03) : 441 - 461
[6] NOTES ON SOME ASPECTS OF REGRESSION ANALYSIS
COX, DR
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-GENERAL, 1968, 131 : 265 - &
[7] COX DR, 1992, J MULTIVARIATE ANAL, V42, P167
[8] COX DR, 1993, IN PRESS 7TH C P INT
[9] DAWID AP, 1979, J ROY STAT SOC B MET, V41, P1
[10] COVARIANCE SELECTION
DEMPSTER, AP
[J]. BIOMETRICS, 1972, 28 (01) : 157 - &

← 1 2 3 4 5 6 →