Normal Linear Regression Models With Recursive Graphical Markov Structure
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Andersson, S. A. & Perlman, M. D., 1995. "Testing Lattice Conditional Independence Models," Journal of Multivariate Analysis, Elsevier, vol. 53(1), pages 18-38, April.
- Ross D. Shachter & C. Robert Kenley, 1989. "Gaussian Influence Diagrams," Management Science, INFORMS, vol. 35(5), pages 527-550, May.
- Andersson, S. A. & Perlman, M. D., 1995. "Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models," Journal of Multivariate Analysis, Elsevier, vol. 53(1), pages 1-17, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Katarzyna Filipiak & Dietrich Rosen, 2012. "On MLEs in an extended multivariate linear growth curve model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(8), pages 1069-1092, November.
- Andersson, Steen A. & Klein, Thomas, 2010. "On Riesz and Wishart distributions associated with decomposable undirected graphs," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 789-810, April.
- Drton, Mathias & Andersson, Steen A. & Perlman, Michael D., 2006. "Conditional independence models for seemingly unrelated regressions with incomplete data," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 385-411, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jinfang Wang, 2010. "A universal algebraic approach for conditional independence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(4), pages 747-773, August.
- Chang, Wan-Ying & Richards, Donald St.P., 2009. "Finite-sample inference with monotone incomplete multivariate normal data, I," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1883-1899, October.
- Pan, Yue & Ou, Shenwei & Zhang, Limao & Zhang, Wenjing & Wu, Xianguo & Li, Heng, 2019. "Modeling risks in dependent systems: A Copula-Bayesian approach," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 416-431.
- Bielza, Concha & Gómez, Manuel & Shenoy, Prakash P., 2011. "A review of representation issues and modeling challenges with influence diagrams," Omega, Elsevier, vol. 39(3), pages 227-241, June.
- Abdul Salam & Marco Grzegorczyk, 2023. "Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors," Computational Statistics, Springer, vol. 38(2), pages 779-808, June.
- Yijing Li & Prakash P. Shenoy, 2012. "A Framework for Solving Hybrid Influence Diagrams Containing Deterministic Conditional Distributions," Decision Analysis, INFORMS, vol. 9(1), pages 55-75, March.
- Castillo, Enrique & Menéndez, José María & Sánchez-Cambronero, Santos, 2008. "Predicting traffic flow using Bayesian networks," Transportation Research Part B: Methodological, Elsevier, vol. 42(5), pages 482-509, June.
- Wu, Lang & Perlman, Michael D., 2000. "Testing lattice conditional independence models based on monotone missing data," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 193-201, November.
- Borgonovo, Emanuele & Tonoli, Fabio, 2014. "Decision-network polynomials and the sensitivity of decision-support models," European Journal of Operational Research, Elsevier, vol. 239(2), pages 490-503.
- repec:jss:jstsof:35:i07 is not listed on IDEAS
- Christopher Raphael, 2003. "Bayesian Networks with Degenerate Gaussian Distributions," Methodology and Computing in Applied Probability, Springer, vol. 5(2), pages 235-263, June.
- Hélène Massam & Erhard Neher, 1997. "On Transformations and Determinants of Wishart Variables on Symmetric Cones," Journal of Theoretical Probability, Springer, vol. 10(4), pages 867-902, October.
- John M. Charnes & Prakash P. Shenoy, 2004. "Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation," Management Science, INFORMS, vol. 50(3), pages 405-418, March.
- Konno, Yoshihiko, 2001. "Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 33-51, October.
- Barry R. Cobb, 2007. "Influence Diagrams with Continuous Decision Variables and Non-Gaussian Uncertainties," Decision Analysis, INFORMS, vol. 4(3), pages 136-155, September.
- Concha Bielza & Peter Müller & David Ríos Insua, 1999. "Decision Analysis by Augmented Probability Simulation," Management Science, INFORMS, vol. 45(7), pages 995-1007, July.
- Castillo, Enrique & Gutiérrez, José Manuel & Hadi, Ali S., 1998. "Modeling Probabilistic Networks of Discrete and Continuous Variables," Journal of Multivariate Analysis, Elsevier, vol. 64(1), pages 48-65, January.
- Hanea, A.M. & Kurowicka, D. & Cooke, R.M. & Ababei, D.A., 2010. "Mining and visualising ordinal data with non-parametric continuous BBNs," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 668-687, March.
- Agogino, Alice & Chao, Susan & Goebel, Kai & Alag, Satnam & Cammon, Bradly & Wang, Jiangxin, 1998. "Intelligent Diagnosis Based On Validated And Fused Data For Relilability And Safety Enhancement Of Automated Vehicles In An IVHS," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt1mw2v298, Institute of Transportation Studies, UC Berkeley.
- Hanea, Anca & Morales Napoles, Oswaldo & Ababei, Dan, 2015. "Non-parametric Bayesian networks: Improving theory and reviewing applications," Reliability Engineering and System Safety, Elsevier, vol. 144(C), pages 265-284.
- Cobb, Barry R. & Shenoy, Prakash P., 2008. "Decision making with hybrid influence diagrams using mixtures of truncated exponentials," European Journal of Operational Research, Elsevier, vol. 186(1), pages 261-275, April.
More about this item
Keywords
multivariate normal distribution multivariate analysis of variance (MANOVA) linear regression recursive linear models directed graph graphical Markov model conditional independence maximum likelihood estimate likelihood ratio test seemingly unrelated regressions;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:66:y:1998:i:2:p:133-187. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.