Inconsistent maximum likelihood estimators for the Rasch model
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Cites work
Cited in
(13)- Computation for latent variable model estimation: a unified stochastic proximal framework
- An overview of robust Bayesian analysis. (With discussion)
- Likelihood ratio tests in the Rasch model for item response data when the number of persons and items goes to infinity
- Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model
- Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis
- A review of h-likelihood and hierarchical generalized linear model
- On the existence and uniqueness of JML estimates for the partial credit model
- The covariance structure of cml-estimates in the Rasch model
- Inconsistency of the MLE and inference based on weighted LS for LARCH models
- Structured latent factor analysis for large-scale data: identifiability, estimability, and their implications
- scientific article; zbMATH DE number 222651 (Why is no real title available?)
- On the Bayesian nonparametric generalization of IRT-type models
- On the relationships between sum score based estimation and joint maximum likelihood estima\-tion
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