Chain graph models of multivariate regression type for categorical data. (English) Zbl 1221.62108

Summary: 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 parametrization based on a sequence of generalized linear models with a multivariate logistic link function that captures all independence constraints in any chain graph model of this kind.


62J12 Generalized linear models (logistic models)
05C90 Applications of graph theory
62H12 Estimation in multivariate analysis
60J99 Markov processes
62H10 Multivariate distribution of statistics
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