Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory

Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
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使用对数似然导数对主元进行渐近展开并在项目响应理论中应用

DOI:
10.1016/j.jmva.2010.04.001
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发表时间:
2010
期刊:
J. Multivar. Anal.
影响因子:
--
通讯作者:
H. Ogasawara
H. Ogasawara
中科院分区:
--
文献类型:
--
作者:
H. Ogasawara

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渐近展开的关键统计量,涉及对数似然衍生物下可能的模型误指定的分布是由渐近累积量的四阶和高阶渐近方差。处理的枢轴是学生化的估计的期望信息,负Hessian矩阵,梯度向量的乘积和,和所谓的三明治估计。证明了在正确的模型条件下,前三个渐近累积量在枢轴上是相同的,并给出了一般的等式条件。在项目反应理论中,通常使用观察到的信息而不是估计的期望信息。
Asymptotic expansions of the distributions of the pivotal statistics involving log-likelihood derivatives under possible model misspecification are derived using the asymptotic cumulants up to the fourth-order and the higher-order asymptotic variance. The pivots dealt with are the studentized ones by the estimated expected information, the negative Hessian matrix, the sum of products of gradient vectors, and the so-called sandwich estimator. It is shown that the first three asymptotic cumulants are the same over the pivots under correct model specification with a general condition of the equalities. An application is given in item response theory, where the observed information is usually used rather than the estimated expected one.
DOI: 10.1007/bf02294797
发表时间: 2003-06-01
期刊: PSYCHOMETRIKA
影响因子: 3
作者:
Ogasawara, H
通讯作者: Ogasawara, H
心理测量学的新趋势
DOI: --
发表时间: 2008
期刊:
影响因子: --
作者:
Shigemasu;K.;Okada;A.;Imaizumi;T.;Hoshino;T.
通讯作者: T.