Computing maximum likelihood estimates in recursive linear models with correlated errors

Journal of Machine Learning Research

Volumn 10, Issue , 2009, Pages 2329-2348

  Drton, Mathias ^a   Eichler, Michael ^b   Richardson, Thomas S ^c  

^a UNIVERSITY OF CHICAGO   (United States)

^b MAASTRICHT UNIVERSITY   (Netherlands)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Linear regression; Maximum likelihood estimation; Path diagram; Recursive semi markov model; Residual iterative conditional fitting; Structural equation model

Indexed keywords

CLASSICAL REPRESENTATION; CLOSED FORM; CONVERGENCE PROPERTIES; GAUSSIANS; GRAPHICAL MODEL; JOINT DISTRIBUTIONS; LEAST SQUARE; LINEAR MODEL; MAXIMUM LIKELIHOOD ESTIMATE; MULTIVARIATE NORMAL; RECURSIVE SEMI-MARKOV MODEL; SEEMINGLY UNRELATED REGRESSION; SEMI MARKOV MODEL; STRUCTURAL EQUATION MODELLING; STRUCTURAL EQUATION MODELS; STRUCTURAL EQUATIONS;

COMPUTER SCIENCE; CONVERGENCE OF NUMERICAL METHODS; ERRORS; GRAPHIC METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; NORMAL DISTRIBUTION; RECURSIVE FUNCTIONS; REGRESSION ANALYSIS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 70450278796     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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