A necessary and sufficient condition is given, in this paper, for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood, JML) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis of a simple iterative procedure. The result is proved by using an argument of Haberman (1977).
(2005). On the existence and uniqueness of JML estimates for the Partial Credit Model [journal article - articolo]. In PSYCHOMETRIKA. Retrieved from http://hdl.handle.net/10446/19563
On the existence and uniqueness of JML estimates for the Partial Credit Model
BERTOLI BARSOTTI, Lucio
2005-01-01
Abstract
A necessary and sufficient condition is given, in this paper, for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood, JML) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis of a simple iterative procedure. The result is proved by using an argument of Haberman (1977).File allegato/i alla scheda:
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