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On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
Authors:Jan T. A. Koster
Affiliation:Erasmus University Rotterdam
Abstract:Pearl's d -separation concept and the ensuing Markov property is applied to graphs which may have, between each two different vertices i and j , any subset of { i ← j , i → j , i ↔ j } as edges. The class of graphs so obtained is closed under marginalization. Furthermore, the approach permits a direct proof of this theorem: "The distribution of a multivariate normal random vector satisfying a system of linear simultaneous equations is Markov w.r.t. the path diagram of the linear system".
Keywords:d-separation    Gaussian equations system    graph    graphical model    linear structural equation model    marginalization    Markov property    path diagram
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