Chain graph models of multivariate regression type for categorical data
Methodology
2011-07-14 v3 Statistics Theory
Statistics Theory
Abstract
We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models is shown to be Markov equivalent to those of a chain graph model recently defined in the literature. Next we provide a parametrization based on a sequence of generalized linear models with a multivariate logistic link function that captures all independence constraints in any chain graph model of this kind.
Keywords
Cite
@article{arxiv.0906.2098,
title = {Chain graph models of multivariate regression type for categorical data},
author = {Giovanni M. Marchetti and Monia Lupparelli},
journal= {arXiv preprint arXiv:0906.2098},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.3150/10-BEJ300 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)