Parameter Estimation in Large Dynamic Paired Comparison Experiments
Mark E. Glickman
Journal of the Royal Statistical Society Series C, 1999, vol. 48, issue 3, 377-394
Abstract:
Paired comparison data in which the abilities or merits of the objects being compared may be changing over time can be modelled as a non‐linear state space model. When the population of objects being compared is large, likelihood‐based analyses can be too computationally cumbersome to carry out regularly. This presents a problem for rating populations of chess players and other large groups which often consist of tens of thousands of competitors. This problem is overcome through a computationally simple non‐iterative algorithm for fitting a particular dynamic paired comparison model. The algorithm, which improves over the commonly used algorithm of Elo by incorporating the variability in parameter estimates, can be performed regularly even for large populations of competitors. The method is evaluated on simulated data and is applied to ranking the best chess players of all time, and to ranking the top current tennis‐players.
Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (33)
Downloads: (external link)
https://doi.org/10.1111/1467-9876.00159
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:48:y:1999:i:3:p:377-394
Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876
Access Statistics for this article
Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith
More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().