A Note on the Asymptotic Variance-Covariance Matrix of Item Parameter Estimates in the RASCH model.

de Gruijter, Data N. M.

Notes FAQ Contact Us

Back to results

Peer reviewed

ERIC Number: EJ327430

Record Type: Journal

Publication Date: 1985

Pages: N/A

Abstractor: N/A

ISBN: N/A

ISSN: N/A

EISSN: N/A

Available Date: N/A

A Note on the Asymptotic Variance-Covariance Matrix of Item Parameter Estimates in the RASCH model.

de Gruijter, Data N. M.

Psychometrika, v50 n2 p247-49 Jun 1985

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)

Descriptors: Error of Measurement, Latent Trait Theory, Matrices, Maximum Likelihood Statistics, Test Theory

Publication Type: Journal Articles; Reports - Research

Education Level: N/A

Audience: N/A

Language: English

Sponsor: N/A

Authoring Institution: N/A

Grant or Contract Numbers: N/A

Author Affiliations: N/A