Likelihood Factorizations for Mixed Discrete and Continuous Variables
نویسندگان
چکیده
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 suf®cient for simpli®ed estimation in Gaussian and for discrete log linear models.
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