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A note on the asymptotic variance-covariance matrix of item parameter estimates in the rasch model

✍ Scribed by Dato N. M. de Gruijter


Book ID
112726787
Publisher
Springer
Year
1985
Tongue
English
Weight
187 KB
Volume
50
Category
Article
ISSN
0033-3123

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The Asymptotic Covariance Matrix of the
✍ Dr. D. G. Bonett; P. M. Bentler; J. A. Woodward πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 217 KB πŸ‘ 3 views

The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which