Monte Carlo estimation of the conditional rash model

MaRDI QIDQ1297847zbMATH OpenFDO

Authors Wies Akkermans

Publication date 14 September 1999

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

conditional maximum likelihood estimationMarkov chain Monte Carlo methodrank of systemRasch modelresponse patternstesting of algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to psychology (62P15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Review text

The Markov chain Monte Carlo (MCMC) method developed by \textit{C. J. Geyer} and \textit{E. A. Thompson} [J. Roy. Stat. Soc. Ser. B 54, No. 3, 657-699 (1992)] is applied to the conditional estimation of person parameters in the Rasch model which is a probabilistic model for intelligence and attained tests. The MCMC scheme provides the alternative to exact calculations of normalizing denominators in a likelihood and its results can be very accurate. The detail testing of MCMC algorithm has been carried out and results of its comparison with two algorithms (Liou's extended algorithm and sum algorithm) for exact calculations are presented.

Recommendations

• Exact tests for the Rasch model via sequential importance sampling
• Markov chain Monte Carlo estimation of a mixture item response theory model
• Markov chain estimation for test theory without an answer key
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Cited in

(4)

• Markov chain estimation for test theory without an answer key
• Exact tests for the Rasch model via sequential importance sampling
• Markov chain Monte Carlo estimation of a mixture item response theory model
• A Gibbs sampler for the (extended) marginal Rasch model

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