Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory
Haruhiko Ogasawara
Journal of Multivariate Analysis, 2013, vol. 114, issue C, 359-377
Abstract:
Asymptotic cumulants of the Bayes and pseudo Bayes estimators of ability in item response theory are obtained up to the fourth order with the higher-order asymptotic variance under possible model misspecification. Typical estimators are treated as special cases of the (pseudo) Bayes estimator with the general weight. The asymptotic cumulants of the estimators after studentization are also derived. From the comparison of the mean square errors, the Bayes modal estimator with the standard normal prior is recommended for point estimation. For interval estimation, however, the maximum likelihood estimator is appropriate considering its small bias after studentization.
Keywords: IRT; Asymptotic cumulants; Bayes modal; Mean square error; Jeffreys prior; Bias; Higher-order asymptotic variance; Model misspecification (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X12002114
Full text for ScienceDirect subscribers only
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:eee:jmvana:v:114:y:2013:i:c:p:359-377
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.jmva.2012.08.013
Access Statistics for this article
Journal of Multivariate Analysis is currently edited by de Leeuw, J.
More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().