ON BLOCK-RECURSIVE LINEAR REGRESSION EQUATIONTS

The main purpose of this paper is to clarify relations and distinctions between several approaches suggested in the statistical l iterature for analysing structures in correlation matrices, i.e. of relations among observable, quantitative variables having exclusively linear associations. Block-recursive regression equations are derived as the key to understanding the relation between two main approaches, between graphical chain models for continuous variables on the one hand and linear structiiral equations discussed in the econometric and in the psychometric literature on the other hand. Their relations to other model classes uch as covariance selection, multivariate linear regression, and path analysis are discussed.

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