IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v015i06.html
   My bibliography  Save this article

Independencies Induced from a Graphical Markov Model After Marginalization and Conditioning: The R Package ggm

Author

Listed:
  • Marchetti, Giovanni M.

Abstract

We describe some functions in the R package ggm to derive from a given Markov model, represented by a directed acyclic graph, different types of graphs induced after marginalizing over and conditioning on some of the variables. The package has a few basic functions that find the essential graph, the induced concentration and covariance graphs, and several types of chain graphs implied by the directed acyclic graph (DAG) after grouping and reordering the variables. These functions can be useful to explore the impact of latent variables or of selection effects on a chosen data generating model.

Suggested Citation

  • Marchetti, Giovanni M., 2006. "Independencies Induced from a Graphical Markov Model After Marginalization and Conditioning: The R Package ggm," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 15(i06).
  • Handle: RePEc:jss:jstsof:v:015:i06
    DOI: http://hdl.handle.net/10.18637/jss.v015.i06
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v015i06/v15i06.pdf
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v015i06/ggm_1.0.2.tar.gz
    Download Restriction: no

    File URL: https://libkey.io/http://hdl.handle.net/10.18637/jss.v015.i06?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Nanny Wermuth & D. R. Cox, 2004. "Joint response graphs and separation induced by triangular systems," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 687-717, August.
    2. Dethlefsen, Claus & Højsgaard, Søren, 2005. "A Common Platform for Graphical Models in R: The gRbase Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i17).
    3. Steen A. Andersson & David Madigan & Michael D. Perlman, 2001. "Alternative Markov Properties for Chain Graphs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 33-85, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Colombi, Roberto & Giordano, Sabrina & Cazzaro, Manuela, 2014. "hmmm: An R Package for Hierarchical Multinomial Marginal Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 59(i11).

    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.
    1. Nanny Wermuth & Kayvan Sadeghi, 2012. "Sequences of regressions and their independences," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 215-252, June.
    2. repec:jss:jstsof:15:i06 is not listed on IDEAS
    3. Loperfido, Nicola, 2010. "A note on marginal and conditional independence," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1695-1699, December.
    4. Marchetti, Giovanni M. & Stanghellini, Elena, 2008. "A note on distortions induced by truncation with applications to linear regression systems," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 824-829, April.
    5. Colombi, R. & Giordano, S., 2012. "Graphical models for multivariate Markov chains," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 90-103.
    6. Roberto Colombi & Sabrina Giordano, 2013. "Monotone dependence in graphical models for multivariate Markov chains," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(7), pages 873-885, October.
    7. S. A. Andersson & G. G. Wojnar, 2004. "Wishart Distributions on Homogeneous Cones," Journal of Theoretical Probability, Springer, vol. 17(4), pages 781-818, October.
    8. Federica Nicolussi & Fulvia Mecatti, 2016. "A smooth subclass of graphical models for chain graph: towards measuring gender gaps," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(1), pages 27-41, January.
    9. 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.
    10. Djordjilović, Vera & Chiogna, Monica, 2022. "Searching for a source of difference in graphical models," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    11. Castelletti, Federico & Peluso, Stefano, 2021. "Equivalence class selection of categorical graphical models," Computational Statistics & Data Analysis, Elsevier, vol. 164(C).
    12. Kalisch, Markus & Mächler, Martin & Colombo, Diego & Maathuis, Marloes H. & Bühlmann, Peter, 2012. "Causal Inference Using Graphical Models with the R Package pcalg," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i11).
    13. Nanny Wermuth & Kayvan Sadeghi, 2012. "Rejoinder on: Sequences of regressions and their independences," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 274-279, June.
    14. Vassilios Bazinas & Bent Nielsen, 2022. "Causal Transmission in Reduced-Form Models," Econometrics, MDPI, vol. 10(2), pages 1-25, March.
    15. Lagani, Vincenzo & Athineou, Giorgos & Farcomeni, Alessio & Tsagris, Michail & Tsamardinos, Ioannis, 2017. "Feature Selection with the R Package MXM: Discovering Statistically Equivalent Feature Subsets," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i07).
    16. Johnson, Devin S. & Hoeting, Jennifer A., 2011. "Properties of graphical regression models for multidimensional categorical data," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1471-1475, October.
    17. Yang Ni & Veerabhadran Baladandayuthapani & Marina Vannucci & Francesco C. Stingo, 2022. "Bayesian graphical models for modern biological applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(2), pages 197-225, June.
    18. Federico Castelletti, 2020. "Bayesian Model Selection of Gaussian Directed Acyclic Graph Structures," International Statistical Review, International Statistical Institute, vol. 88(3), pages 752-775, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:jss:jstsof:v:015:i06. 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: Christopher F. Baum (email available below). General contact details of provider: http://www.jstatsoft.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.