Literaturnachweis - Detailanzeige
Autor/in | de Gruijter, Data N. M. |
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Titel | A Note on the Asymptotic Variance-Covariance Matrix of Item Parameter Estimates in the RASCH model. |
Quelle | In: Psychometrika, 50 (1985) 2, S.247-49 |
Sprache | englisch |
Dokumenttyp | gedruckt; Zeitschriftenaufsatz |
Schlagwörter | Error of Measurement; Latent Trait Theory; Matrices; Maximum Likelihood Statistics; Test Theory |
Abstract | A simplification of Lord and Wingersky's method for computing the asymptotic variance-covariance matrix of maximum likelihood estimates for item and person parameters under some restrictions on the estimates is presented. Computation of the error variance-covariance matrix for the item parameters in the Rasch model is described. (NSF) |
Erfasst von | ERIC (Education Resources Information Center), Washington, DC |