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A useful introduction to this topic for both students and researchers, with an emphasis on applications and practicalities rather than on a formal development. It is based on the popular software package for graphical modelling, MIM, freely available for downloading from the Internet. Following a description of some of the basic ideas of graphical modelling, subsequent chapters describe particular families of models, including log-linear models, Gaussian models, and models for mixed discrete and continuous variables. Further chapters cover hypothesis testing and model selection. Chapters 7 and 8 are new to this second edition and describe the use of directed, chain, and other graphs, complete with a summary of recent work on causal inference.
Preliminaries.- Discrete Models.- Continuous Models.- Mixed Models.- Hypothesis Testing.- Model Selection and Criticism.- Other Types of Graphs and Models.- Causal Interference.
From the reviews: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION "This is a valuable book that should increase in value over time. It seems clear that in the future, statisticians will need to deal with larger, more complicated collections of data!Any statistician who is planning to tackle the changing nature of data collection in the 21st Century should know about graphical models. This book provides a great place to begin learning about them." SIAM REVIEW "!this is an important book for all concerned with the statistical analysis of multivariate data such as arise particularly, but not only, in observational studies in the medical and social sciences. In a broader context it gives a thoughtful introduction to an active topic of current research." TECHNOMETRICS "This book's strength is its accessibility. Numerous illustrations and example datasets are well integrated with the text!The examples are well chosen; I was particularly pleased that the author clearly treated datasets as interesting in their own right, not simply as a foil for demonstrating techniques!Edwards presents a clear, engaging introduction to graphical modeling that is very suitable as a first text and should stimulate readers to explore and use this methodology for their own data."