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 parameterization based on a sequence of generalized linear models with a multi- variate logistic link function that captures all independence constraints in any chain graph model of this kind.

Chain graph models of multivariate regression type for categorical data / Marchetti.G.M; Lupparelli.M. - In: BERNOULLI. - ISSN 1350-7265. - STAMPA. - 17(3):(2011), pp. 827-844. [10.3150/10-BEJ300]

Chain graph models of multivariate regression type for categorical data

MARCHETTI, GIOVANNI MARIA;LUPPARELLI, MONIA
2011

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 parameterization based on a sequence of generalized linear models with a multi- variate logistic link function that captures all independence constraints in any chain graph model of this kind.
2011
17(3)
827
844
Marchetti.G.M; Lupparelli.M
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/394945
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