Maximum likelihood estimation of the joint covariance matrix for sections of tests given to distinct samples with application to test equating

Dorothy Thayer

Psychometrika, 1983, vol. 48, issue 2, 293-297

Keywords: correlations; incomplete data; missing data; inestimable parameters; maximum likelihood; test equating; EM algorithm (search for similar items in EconPapers)
Date: 1983
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02294023 (text/html)
Access to full text is restricted to subscribers.

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:spr:psycho:v:48:y:1983:i:2:p:293-297

Ordering information: This journal article can be ordered from
http://www.springer. ... gy/journal/11336/PS2

DOI: 10.1007/BF02294023

Psychometrika is currently edited by Irini Moustaki

More articles in Psychometrika from Springer, The Psychometric Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().