SECOND ORDER ASYMPTOTIC EFFICIENCY IN TERMS OF ASYMPTOTIC VARIANCES OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATION PROCEDURES

2003 ◽  
pp. 319-324
Author(s):  
Kei TAKEUCHI ◽  
Masafumi AKAHIRA
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Asymptotic Efficiency ◽  
Likelihood Estimation ◽  
Second Order ◽  
Estimation Procedures ◽  
Asymptotic Variances

A Review of Estimation Procedures for the Rasch Model with an Eye toward Longish Tests

1980 ◽  
Vol 5 (1) ◽  
pp. 35-64 ◽  
Author(s):  
Howard Wainer ◽  
Anne Morgan ◽  
Jan-Eric Gustafsson
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Rasch Model ◽  
Likelihood Estimation ◽  
New Developments ◽  
Conditional Maximum Likelihood ◽  
English Writing ◽  
Estimation Procedures ◽  
Conditional Maximum ◽  
The Rasch Model

Two estimation procedures for the Rasch Model are reviewed in detail, particularly with respect to new developments that make the more statistically rigorous Conditional Maximum Likelihood estimation practical for use with longish tests. Emphasis of the review is on European developments which are not well known in the English writing world.

Maximum likelihood estimation of an across-regime correlation parameter

2021 ◽  
Vol 21 (2) ◽  
pp. 430-461
Author(s):  
Giorgio Calzolari ◽  
Maria Gabriella Campolo ◽  
Antonino Di Pino ◽  
Laura Magazzini
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Maximum Likelihood Method ◽  
Likelihood Estimation ◽  
Regression Coefficients ◽  
Likelihood Method ◽  
Correlation Parameter ◽  
Switching Model ◽  
Endogenous Switching ◽  
Estimation Procedures

In this article, we describe the mlcar command, which implements a maximum likelihood method to simultaneously estimate the regression coefficients of a two-regime endogenous switching model and the coefficient measuring the correlation of outcomes between the two regimes. This coefficient, known as the “across-regime” correlation parameter, is generally unidentified in the traditional estimation procedures.

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