\documentclass{article}
\usepackage{com.braju.graphicalmodels}

\catcode`\@=11%

\pagestyle{empty}

\begin{document}
\TeXtoEPS

\LARGE
\psset{unit=10mm,arrowscale=1.5,linewidth=1.5pt}
\begin{pspicture}(0,0)(6,15)%\showgrid
  \SpecialCoor

  \rput(1,1){\GM@node[observed=true]{x31}} \GM@label[angle=-90]{x31}{$x_{31}$}
  \rput(3,1){\GM@node[observed=true]{x32}} \GM@label[angle=-90]{x32}{$x_{32}$}
  \rput(5,1){\GM@node[observed=true]{x33}} \GM@label[angle=-90]{x33}{$x_{33}$}

  \rput(1,3){\GM@node[observed=false]{z31}} \GM@label[angle=-35]{z31}{$z_{31}$}
  \rput(3,3){\GM@node[observed=false]{z32}} \GM@label[angle=-35]{z32}{$z_{32}$}
  \rput(5,3){\GM@node[observed=false]{z33}} \GM@label[angle=-35]{z33}{$z_{33}$}

  \rput(1,6){\GM@node[observed=true]{x21}} \GM@label[angle=-90]{x21}{$x_{21}$}
  \rput(3,6){\GM@node[observed=true]{x22}} \GM@label[angle=-90]{x22}{$x_{22}$}
  \rput(5,6){\GM@node[observed=true]{x23}} \GM@label[angle=-90]{x23}{$x_{23}$}

  \rput(1,8){\GM@node[observed=false]{z21}} \GM@label[angle=-35]{z21}{$z_{21}$}
  \rput(3,8){\GM@node[observed=false]{z22}} \GM@label[angle=-35]{z22}{$z_{22}$}
  \rput(5,8){\GM@node[observed=false]{z23}} \GM@label[angle=-35]{z23}{$z_{23}$}

  \rput(1,11){\GM@node[observed=true]{x11}} \GM@label[angle=-90]{x11}{$x_{11}$}
  \rput(3,11){\GM@node[observed=true]{x12}} \GM@label[angle=-90]{x12}{$x_{12}$}
  \rput(5,11){\GM@node[observed=true]{x13}} \GM@label[angle=-90]{x13}{$x_{13}$}

  \rput(1,13){\GM@node[observed=false]{z11}} \GM@label[angle=-35]{z11}{$z_{11}$}
  \rput(3,13){\GM@node[observed=false]{z12}} \GM@label[angle=-35]{z12}{$z_{12}$}
  \rput(5,13){\GM@node[observed=false]{z13}} \GM@label[angle=-35]{z13}{$z_{13}$}

  \ncline[arrows=->]{z11}{z12}
  \ncline[arrows=->]{z12}{z13}

  \ncline[arrows=->]{z11}{x11}
  \ncline[arrows=->]{z12}{x12}
  \ncline[arrows=->]{z13}{x13}


  \ncline[arrows=->]{z21}{z22}
  \ncline[arrows=->]{z22}{z23}

  \ncline[arrows=->]{z21}{x21}
  \ncline[arrows=->]{z22}{x22}
  \ncline[arrows=->]{z23}{x23}


  \ncline[arrows=->]{z31}{z32}
  \ncline[arrows=->]{z32}{z33}

  \ncline[arrows=->]{z31}{x31}
  \ncline[arrows=->]{z32}{x32}
  \ncline[arrows=->]{z33}{x33}

  \ncline[linecolor=blue,arrows=->]{z11}{z22}
  \ncline[linecolor=blue,arrows=->]{z21}{z12}

  \ncline[linecolor=blue,arrows=->]{z12}{z23}
  \ncline[linecolor=blue,arrows=->]{z22}{z13}

  \ncline[linecolor=blue,arrows=->]{z21}{z32}
  \ncline[linecolor=blue,arrows=->]{z31}{z22}

  \ncline[linecolor=blue,arrows=->]{z22}{z33}
  \ncline[linecolor=blue,arrows=->]{z32}{z23}

\end{pspicture}

\endTeXtoEPS
\end{document}