Pigeot, Iris and Blauth, Angelika and Bry, François
Interactive analysis of high-dimensional association structures with graphical models.
Collaborative Research Center 386, Discussion Paper 131
Graphical chain models are a capable tool for analyzing multivariate data. However, their practical use may still be cumbersome in some respect since fitting the model requires the application of an intensive selection strategy based on the calculation of an enormous number of different regressions. In this paper, we present a computer system especially designed for the calculation of graphical chain models which is not only planned to automatically carry out the model search but also to visualize the corresponding graph at each stage of the model fit on request by the user. It additionally allows to modify the graph and the model fit interactively.