BACKRASCH: Stata module to implement a backward procedure with a Rasch model

Jean-Benoit Hardouin ()

Statistical Software Components from Boston College Department of Economics

Abstract: backrasch realizes a Backward procedure on a Rasch model: the items are removed one per one if they have a bad fit to the Rasch model. The fit of the items is evaluated by a first-order statistics (test R1c, R1m or Q1) It is possible to build several sub-scales of items, the second sub-scale is build with the items unselected in the first sub-scales, the third one with the items unselected in the two first sub-scales, and so on... By default, the parameters of the Rasch model are estimated by conditional maximum likelihood (CML), but it is possible to estimate them by marginal maximum likelihood (MML) or generalized estimating equations (GEE). The raschtestv7 package (q.v.) must be installed to use backrasch.

Language: Stata
Requires: Stata version 8.0
Keywords: Rasch model; Backward procedure; R1c; R1m; CML; MML; GEE (search for similar items in EconPapers)
Date: 2005-06-12
Note: This module may be installed from within Stata by typing "ssc install backrasch". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/backrasch.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/backrasch.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s453102

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