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Recursive causal models

Published online by Cambridge University Press:  09 April 2009

Harri Kiiveri
Affiliation:
Department of Mathematics University of Western AustraliaNedlands, W.A. 6009, Australia
T. P. Speed
Affiliation:
CSIRO Division of Mathematics and Statistics P.O. Box 1965, Canberra City ACT 2601, Australia
J. B. Carlin
Affiliation:
Department of Statistics Oxford Street Harvard UniversityCambridge, Massachusetts 02138, U.S.A.
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Abstract

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The notion of a recursive causal graph is introduced, hopefully capturing the essential aspects of the path diagrams usually associated with recursive causal models. We describe the conditional independence constraints which such graphs are meant to embody and prove a theorem relating the fulfilment of these constraints by a probability distribution to a particular sort of factorisation. The relation of our results to the usual linear structural equations on the one hand, and to log-linear models, on the other, is also explained

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1984

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