Global identifiability of linear structural equation models

Drton Mathias, Foygel Rina, Sullivant Seth

Publikation: Beitrag in FachzeitschriftArtikelBegutachtung

50 Zitate (Scopus)

Abstract

Structural equation models are multivariate statistical models that are defined by specifying noisy functional relationships among random variables. We consider the classical case of linear relationships and additive Gaussian noise terms. We give a necessary and sufficient condition for global identifiability of the model in terms of a mixed graph encoding the linear structural equations and the correlation structure of the error terms. Global identifiability is understood to mean injectivity of the parametrization of the model and is fundamental in particular for applicability of standard statistical methodology.

OriginalspracheEnglisch
Seiten (von - bis)865-886
Seitenumfang22
FachzeitschriftAnnals of Statistics
Jahrgang39
Ausgabenummer2
DOIs
PublikationsstatusVeröffentlicht - Apr. 2011
Extern publiziertJa

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