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
复制标题
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
复制
发表时间:
2010
期刊:
影响因子:
--
通讯作者:
H. Ogasawara
中科院分区:
文献类型:
--
作者:
H. Ogasawara
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.
影响因子:
3
作者:
Ogasawara, H
通讯作者:
Ogasawara, H
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.