The covariance structure of cml-estimates in the Rasch model

DOI10.1524/STRM.2012.1125MaRDI QIDQ3143706zbMATH OpenOpenAlexFDO

Authors Helmut Strasser

Publication date 3 December 2012

Published in Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL http://epub.wu.ac.at/3649/1/covariance_final.pdf

zbMATH Keywords

Rasch modelcovariance structureconditional maximum likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to psychology (62P15)

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Cites work

• Asymptotic expansions for conditional moments of Bernoulli trials

Cited in

(6)

• Loss of information in estimating item parameters in incomplete designs
• On the loss of information in conditional maximum likelihood estimation of item parameters
• Nonparametric estimation of the ability density in the mixed-effect Rasch model
• Information matrix estimation procedures for cognitive diagnostic models
• Strong Gaussian approximation of the mixture Rasch model
• Asymptotic expansions for conditional moments of Bernoulli trials

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