Global identifiability of linear structural equation models

Citation
Drton, Mathias et al., Global identifiability of linear structural equation models, Annals of statistics , 39(2), 2011, pp. 865-886
Journal title
ISSN journal
00905364
Volume
39
Issue
2
Year of publication
2011
Pages
865 - 886
Database
ACNP
SICI code
Abstract
Structural equation models are multivariate statistical models that are defined by specifying noisy functional relationships among random variables. We consider the classical case of linear relationships and additive Gaussian noise terms. We give a necessary and sufficient condition for global identifiability of the model in terms of a mixed graph encoding the linear structural equations and the correlation structure of the error terms. Global identifiability is understood to mean injectivity of the parametrization of the model and is fundamental in particular for applicability of standard statistical methodology.