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Sequences of regressions and their independences

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  • Nanny Wermuth
  • Kayvan Sadeghi

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  • 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.
    • Handle: RePEc:spr:testjl:v:21:y:2012:i:2:p:215-252
    DOI: 10.1007/s11749-012-0290-6
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    References listed on IDEAS

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    1. D. R. Cox & Nanny Wermuth, 1994. "Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(2), pages 347-355, June.
    2. D. R. Cox & Nanny Wermuth, 2003. "A general condition for avoiding effect reversal after marginalization," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(4), pages 937-941, November.
    3. Sanjay Chaudhuri & Mathias Drton & Thomas S. Richardson, 2007. "Estimation of a covariance matrix with zeros," Biometrika, Biometrika Trust, vol. 94(1), pages 199-216.
    4. Rolf Sundberg, 2010. "Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 632-643, December.
    5. Alberto Roverato, 2005. "A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 295-312, June.
    6. H. Kiiveri, 1987. "An incomplete data approach to the analysis of covariance structures," Psychometrika, Springer;The Psychometric Society, vol. 52(4), pages 539-554, December.
    7. D. R. Cox & Nanny Wermuth, 1999. "Likelihood Factorizations for Mixed Discrete and Continuous Variables," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(2), pages 209-220, June.
    8. Tamás Rudas & Wicher P. Bergsma & Renáta Németh, 2010. "Marginal log-linear parameterization of conditional independence models," Biometrika, Biometrika Trust, vol. 97(4), pages 1006-1012.
    9. Mathias Drton, 2004. "Model selection for Gaussian concentration graphs," Biometrika, Biometrika Trust, vol. 91(3), pages 591-602, September.
    10. 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.
    11. Elena Stanghellini & Nanny Wermuth, 2005. "On the identification of path analysis models with one hidden variable," Biometrika, Biometrika Trust, vol. 92(2), pages 337-350, June.
    12. Zongming Ma & Xianchao Xie & Zhi Geng, 2006. "Collapsibility of distribution dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 127-133, February.
    13. 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.
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    Citations

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    Cited by:

    1. Bala Rajaratnam, 2012. "Comment 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 268-273, June.
    2. Davide Altomare & Guido Consonni & Luca La Rocca, 2013. "Objective Bayesian Search of Gaussian Directed Acyclic Graphical Models for Ordered Variables with Non-Local Priors," Biometrics, The International Biometric Society, vol. 69(2), pages 478-487, June.
    3. Alberto Roverato, 2015. "Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 627-648, June.
    4. Monia Lupparelli & Alberto Roverato, 2017. "Log-mean linear regression models for binary responses with an application to multimorbidity," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(2), pages 227-252, February.
    5. Vassili Bazinas & Bent Nielsen, 2015. "Causal transmission in reduced-form models," Economics Papers 2015-W07, Economics Group, Nuffield College, University of Oxford.
    6. Baranyi, Máté & Bolla, Marianna, 2021. "Iterated conditional expectation algorithm on DAGs and regression graphs," Econometrics and Statistics, Elsevier, vol. 20(C), pages 131-152.
    7. Vassilios Bazinas & Bent Nielsen, 2022. "Causal Transmission in Reduced-Form Models," Econometrics, MDPI, vol. 10(2), pages 1-25, March.

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