Likelihood Factorizations for Mixed Discrete and Continuous Variables

D. R. Cox and Nanny Wermuth

Scandinavian Journal of Statistics, 1999, vol. 26, issue 2, 209-220

Abstract: Some general remarks are made about likelihood factorizations, distinguishing parameter‐based factorizations and concentration‐graph factorizations. Two parametric families of distributions for mixed discrete and continuous variables are discussed. Conditions on graphs are given for the circumstances under which their joint analysis can be split into separate analyses, each involving a reduced set of component variables and parameters. The result shows marked differences between the two families although both involve the same necessary condition on prime graphs. This condition is both necessary and sufficient for simplified estimation in Gaussian and for discrete log linear models.

Date: 1999
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