Graphical models are a useful tool with increasing diffusion. In the categorical variable framework, they provide important visual support to understand the relationships among the considered variables. Besides, particular chain graphical models are suitable to represent multivariate regression models. However, the associated parameterization, such as marginal log-linear models, is often difficult to interpret when the number of variables increases because of a large number of parameters involved. On the contrary, conditional and marginal independencies reduce the number of parameters needed to represent the joint probability distribution of the variables. In compliance with the parsimonious principle, it is worthwhile to consider also the so-called context-specific independencies, which are conditional independencies holding for particular values of the variables in the conditioning set. In this work, we propose a particular chain graphical model able to represent these context-specific independencies through labeled arcs. We provide also the Markov properties able to describe marginal, conditional, and context-specific independencies from this new chain graph. Finally, we show the results in an application to a real data set.
Context-Specific Independencies in Stratified Chain Regression Graphical Models / F. Nicolussi, M. Cazzaro. - In: BERNOULLI. - ISSN 1350-7265. - (2020). [Epub ahead of print]
|Titolo:||Context-Specific Independencies in Stratified Chain Regression Graphical Models|
|Parole Chiave:||Graphical models; stratified Markov properties; categorical variables; multivariate regression models; marginal models.|
|Settore Scientifico Disciplinare:||Settore SECS-S/01 - Statistica|
|Data di pubblicazione:||2020|
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