il Prof Marco Reale, della School of Mathematics and Statistics, University of Canterbury, Christchurch, NZ, terrà un seminario dal titolo:
GRAPHICAL MODELING OF STRUCTURAL VARs
Il seminario rientra tra le attività del Dottorato "Scuola di Scienze Statistiche", curriculum Statistica Metodologica.
Abstract
In this talk we will review a novel approach to the estimation of parsimonious structural models of the relationships between a set of variables when the number of the latter is so large that standard approaches are not viable. The key idea is to represent these causal relationships in a diagrammatic manner using directed graphs in which an arrow links each variable to the others which itaffects causally, and to identify them using partial correlation analysis of the residuals of a saturated model. The reduction of the number of parameters is generally large enlough to obtain models with well-identified parameters