COMPUTING CONDITIONAL MAXIMUM-LIKELIHOOD-ESTIMATES FOR GENERALIZED RASCH MODELS USING SIMPLE LOGLINEAR MODELS WITH DIAGONALS PARAMETERS

Authors
Citation
A. Agresti, COMPUTING CONDITIONAL MAXIMUM-LIKELIHOOD-ESTIMATES FOR GENERALIZED RASCH MODELS USING SIMPLE LOGLINEAR MODELS WITH DIAGONALS PARAMETERS, Scandinavian journal of statistics, 20(1), 1993, pp. 63-71
Citations number
21
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03036898
Volume
20
Issue
1
Year of publication
1993
Pages
63 - 71
Database
ISI
SICI code
0303-6898(1993)20:1<63:CCMFGR>2.0.ZU;2-A
Abstract
Generalized Rasch models for multiple-response items proposed by Ander sen (1973) are related to quasi-symmetric loglinear models. The loglin ear models are obtained by treating subject parameters in the Rasch mo dels as random effects. Fitting the loglinear models yields estimates of item parameters in the generalized Rasch models that are also condi tional maximum likelihood estimates when the subject effects are treat ed as fixed. For models that apply naturally when there are ordinal re sponse categories, the related loglinear models are simple quasi-symme tric models having diagonals parameters. Our results generalize Tjur's (1982) observation about the connection between binary-response Rasch models and loglinear models.