Traceable Regressions |
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| Authors: | Nanny Wermuth |
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| Institution: | Department of Mathematics, Chalmers Technical University, University of Gothenburg, Sweden, and International Agency of Research on Cancer, Lyon, France E‐mail: wermuth@chalmers.se |
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| Abstract: | In this paper, we define and study the concept of traceable regressions and apply it to some examples. Traceable regressions are sequences of conditional distributions in joint or single responses for which a corresponding graph captures an independence structure and represents, in addition, conditional dependences that permit the tracing of pathways of dependence. We give the properties needed for transforming these graphs and graphical criteria to decide whether a path in the graph induces a dependence. The much stronger constraints on distributions that are faithful to a graph are compared to those needed for traceable regressions. |
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| Keywords: | Chain graphs edge‐matrix calculus faithfulness of graphs graphical Markov models independence axioms regression graphs |
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