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The paper gives an overview of recent advances in structural equation modeling. A structural equation model is a multivariate statistical model that is determined by a mixed graph, also known as a path diagram. Our focus is on the…

Statistics Theory · Mathematics 2016-12-20 Mathias Drton

We propose a unified class of generalized structural equation models (GSEMs) with data of mixed types in mediation analysis, including continuous, categorical, and count variables. Such models extend substantially the classical linear…

Methodology · Statistics 2023-12-05 Wei Hao , Canyi Chen , Peter X. -K. Song

Structural equation models (SEMs) have been widely adopted for inference of causal interactions in complex networks. Recent examples include unveiling topologies of hidden causal networks over which processes such as spreading diseases, or…

Machine Learning · Statistics 2017-04-05 Yanning Shen , Brian Baingana , Georgios B. Giannakis

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal…

Statistics Theory · Mathematics 2026-03-25 Anamitra Chaudhuri , Yang Ni , Anirban Bhattacharya

Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the…

Complex systems can be modelled at various levels of detail. Ideally, causal models of the same system should be consistent with one another in the sense that they agree in their predictions of the effects of interventions. We formalise…

This paper studies the problem of learning causal structures from observational data. We reformulate the Structural Equation Model (SEM) with additive noises in a form parameterized by binary graph adjacency matrix and show that, if the…

Machine Learning · Computer Science 2022-01-11 Ignavier Ng , Shengyu Zhu , Zhuangyan Fang , Haoyang Li , Zhitang Chen , Jun Wang

We consider the problem of structure learning for linear causal models based on observational data. We treat models given by possibly cyclic mixed graphs, which allow for feedback loops and effects of latent confounders. Generalizing…

Statistics Theory · Mathematics 2020-08-21 Carlos Améndola , Philipp Dettling , Mathias Drton , Federica Onori , Jun Wu

Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph $G=(V,…

Statistics Theory · Mathematics 2022-10-04 Bibhas Adhikari , Elizabeth Gross , Marc Härkönen , Elias Tsigaridas

We consider the problem of learning the underlying causal structure among a set of variables, which are assumed to follow a Bayesian network or, more specifically, a linear recursive structural equation model (SEM) with the associated…

Statistics Theory · Mathematics 2025-08-05 Anamitra Chaudhuri , Anirban Bhattacharya , Yang Ni

A new method for estimating structural equation models (SEM) is proposed and evaluated. In contrast to most other methods, it is based directly on the data, not on the covariance matrix of the data. The new approach is flexible enough to…

Methodology · Statistics 2021-10-22 Reinhard Oldenburg

Structural equation modeling (SEM) is a prevalent approach for studying constructs.Traditionally, these constructs are modeled as reflectively measured latent variables - common factors that account for the variance-covariance structure of…

Methodology · Statistics 2026-04-02 Tamara Schamberger , Florian Schuberth , Jörg Henseler , Yves Rosseel

Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both…

Computation · Statistics 2015-04-14 Mathias Drton , Luca Weihs

The paradigm of linear structural equation modeling readily allows one to incorporate causal feedback loops in the model specification. These appear as directed cycles in the common graphical representation of the models. However, the…

Statistics Theory · Mathematics 2025-07-16 Mathias Drton , Marina Garrote-López , Niko Nikov , Elina Robeva , Y. Samuel Wang

Random graphs have been widely used in statistics, for example in network analysis and graphical models. In some applications, the data may contain an inherent hierarchical ordering among its vertices, which prevents directed edges between…

Methodology · Statistics 2025-09-08 Clement Lee , Marco Battiston

Measurement error is ubiquitous in many variables - from blood pressure recordings in physiology to intelligence measures in psychology. Structural equation models (SEMs) account for the process of measurement by explicitly distinguishing…

Methodology · Statistics 2023-02-28 Ankur Ankan , Inge Wortel , Kenneth A. Bollen , Johannes Textor

Structural discovery amongst a set of variables is of interest in both static and dynamic settings. In the presence of lead-lag dependencies in the data, the dynamics of the system can be represented through a structural equation model…

Methodology · Statistics 2023-11-28 Jiahe Lin , Huitian Lei , George Michailidis

In this study, Bayesian inference is developed for structural vector autoregressive models in which the structural parameters are identified via Markov-switching heteroskedasticity. In such a model, restrictions that are just-identifying in…

Econometrics · Economics 2023-11-13 Helmut Lütkepohl , Tomasz Woźniak

We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors…

Statistics Theory · Mathematics 2017-12-15 Dominik Rothenhäusler , Jan Ernest , Peter Bühlmann

We develop a framework for learning sparse nonparametric directed acyclic graphs (DAGs) from data. Our approach is based on a recent algebraic characterization of DAGs that led to a fully continuous program for score-based learning of DAG…

Machine Learning · Statistics 2020-03-25 Xun Zheng , Chen Dan , Bryon Aragam , Pradeep Ravikumar , Eric P. Xing