Fitting and testing conditional multinormal partial credit models

DOI10.1007/S11336-012-9277-1zbMath1284.62712OpenAlexW2032298131MaRDI QIDQ692411

David J. Hessen

Publication date: 5 December 2012

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-012-9277-1

zbMATH Keywords

factor analysismultivariate normal distributionpartial credit modelmeasurement invariancemulti-group model

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Related Items (4)

Fitting and testing log-linear subpopulation models with known support ⋮ A Gibbs sampler for the (extended) marginal Rasch model ⋮ Characterizing the manifest probability distributions of three latent trait models for accuracy and response time ⋮ Asymptotic posterior normality of multivariate latent traits in an IRT model

Cites Work

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• Measurement invariance, factor analysis and factorial invariance
• Loglinear multidimensional IRT models for polytomously scored items
• High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
• The Dutch Identity: a new tool for the study of item response models
• Constrained Statistical Inference
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters

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