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

DOI10.1186/S40488-016-0039-YMaRDI QIDQ268387zbMATH OpenOpenAlexWikidataFDO

Authors Rainer W. Alexandrowicz, Clemens Draxler

Publication date 15 April 2016

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

bootstrap analysisconditional likelihood ratio testnumber of bootstrap samplesRasch modelsequential importance sampling

Mathematics Subject Classification ID

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

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Cites work

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• The problem of regions

Cited in

(8)

• Approximating the conditional distribution of person fit indexes for checking the Rasch model
• The power function of conditional tests of the Rasch model
• Likelihood ratio tests in the Rasch model for item response data when the number of persons and items goes to infinity
• Item fit statistics for Rasch analysis: can we trust them?
• Exact tests for the Rasch model via sequential importance sampling
• The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
• 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

Describes a project that uses

Uses Software

• Mplus
• boot
• R

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