Spanning trees and identifiability of a single-factor model

Claudia Tarantola () and Paola Vicard ()
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Claudia Tarantola: Università di Pavia
Paola Vicard: Università Roma Tre

Statistical Methods & Applications, 2002, vol. 11, issue 2, No 1, 139-152

Abstract: Abstract The aim of this paper is to propose conditions for exploring the class of identifiable Gaussian models with one latent variable. In particular, we focus attention on the topological structure of the complementary graph of the residuals. These conditions are mainly based on the presence of odd cycles and bridge edges in the complementary graph. We propose to use the spanning tree representation of the graph and the associated matrix of fundamental cycles. In this way it is possible to obtain an algorithm able to establish in advance whether modifying the graph corresponding to an identifiable model, the resulting graph still denotes identifiability.

Keywords: Bridge edge; graphical Gaussian models; identifiability; legal moves; odd cycle; spanning tree (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/BF02511482

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