Examining specific patterns of major cranio-facial alterations through cephalometric measurements in order to improve the Prader–Willi (PWS) syndrome diagnostic poses a major challenge of identifying interlinkages between numerous credentials. These interactions can be captured through probabilistic models of conditional independence between heterogeneous variables. Our research included 18 subjects (aged 4 to 28 years) genetically diagnosed with Prader–Willi syndrome and a healthy control group (matched age and sex). A morphometric and cephalometric analysis was performed upon all the subjects in order to obtain the needed specific data. We have, therefore, firstly deployed several integrated Gaussian graphical models (GGMs) to capture the positive and negative partial correlations and the intensity of the connections between numerous credentials configured to determine specific cranio-facial characteristics of patients with PWS compared to others without this genetic disorder (case-control analysis). Afterwards, we applied structural equation modelling (SEM) with latent class analysis to assess the impact of these coordinates on the prevalence of the Prader–Willi diagnostic. We found that there are latent interactions of features affected by external variables, and the interlinkages are strapping particularly between cranial base (with an important role in craniofacial disharmonies) and facial heights, as important characteristic patterns in determining the Prader–Willi diagnostic, while the overall patterns are significantly different in PWS and the control group. These results impact the field by providing an enhanced comprehensive perspective on cephalometric characteristics and specific patterns associated with Prader–Willi syndrome that can be used as benchmarks in determining the diagnostic of this rare genetic disorder. Furthermore, the two innovative exploratory research tools applied in this paper are very useful to the craniofacial field to infer the connections/dependencies between variables (particularly biological variables and genes) on cephalometric characteristics and specific patterns associated with Prader–Willi syndrome.