کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146474 | 957512 | 2010 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
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چکیده انگلیسی
Asymptotic expansions of the distributions of the pivotal statistics involving log-likelihood derivatives under possible model misspecification are derived using the asymptotic cumulants up to the fourth-order and the higher-order asymptotic variance. The pivots dealt with are the studentized ones by the estimated expected information, the negative Hessian matrix, the sum of products of gradient vectors, and the so-called sandwich estimator. It is shown that the first three asymptotic cumulants are the same over the pivots under correct model specification with a general condition of the equalities. An application is given in item response theory, where the observed information is usually used rather than the estimated expected one.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 9, October 2010, Pages 2149–2167
Journal: Journal of Multivariate Analysis - Volume 101, Issue 9, October 2010, Pages 2149–2167
نویسندگان
Haruhiko Ogasawara,