Sequences of regressions and their dependences

Abstract

In this paper, we define and study the concept of traceable regressions. These are sequences of regressions in joint or single responses for which a corresponding regression graph captures not only an independence structure but represents, in addition, conditional dependences that permit the tracing of pathways of dependence. We give the properties needed for transforming these graphs and graphical criteria to decide whether a path in the graph induces a dependence. The much stronger constraints on distributions that are faithful to a graph are compared to those needed for traceable regressions.