Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms

DOI10.1186/s40488-016-0039-yzbMath1336.62111OpenAlexW2297891628WikidataQ59480083 ScholiaQ59480083MaRDI QIDQ268387

Clemens Draxler, Rainer W. Alexandrowicz

Publication date: 15 April 2016

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-016-0039-y

zbMATH Keywords

sequential importance samplingRasch modelbootstrap analysisconditional likelihood ratio testnumber of bootstrap samples

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Stochastic models in economics (91B70) Approximations to statistical distributions (nonasymptotic) (62E17)

Uses Software

• R
• Mplus
• bootlib

Cites Work

• Sample size determination for Rasch model tests
• Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model
• A note on the computation of the second-order derivatives of the elementary symmetric functions in the Rasch model
• A rating formulation for ordered response categories
• A Rasch model for partial credit scoring
• A goodness of fit test for the Rasch model
• The problem of regions
• Item Response Theory
• Consistent Estimates Based on Partially Consistent Observations
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