Robust maximum marginal likelihood (RMML) estimation for item response theory models

Marginal Maximum Likelihood Estimation of Item Response Models in R

Item response theory (IRT) models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixedand/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have success...

The Maximum Approximate Composite Marginal Likelihood (MACML) Estimation of Multinomial Probit-Based Unordered Response Choice Models

The likelihood functions of multinomial probit (MNP)-based choice models entail the evaluation of analytically-intractable integrals. As a result, such models are usually estimated using maximum simulated likelihood (MSL) techniques. Unfortunately, for many practical situations, the computational cost to ensure good asymptotic MSL estimator properties can be prohibitive and practically infeasib...

Parameter Estimation with Mixture Item Response Theory Models: A Monte Carlo Comparison of Maximum Likelihood and Bayesian Methods

A comparison of algorithms for maximum likelihood estimation of Spatial GLM models

In spatial generalized linear mixed models, spatial correlation is assumed by adding normal latent variables to the model. In these models because of the non-Gaussian spatial response and the presence of latent variables the likelihood function cannot usually be given in a closed form, thus the maximum likelihood approach is very challenging. The main purpose of this paper is to introduce two n...

Maximum-likelihood estimation for hidden Markov models

Hidden Markov models assume a sequence of random variables to be conditionally independent given a sequence of state variables which forms a Markov chain. Maximum-likelihood estimation for these models can be performed using the EM algorithm. In this paper the consistency of a sequence of maximum-likelihood estimators is proved. Also, the conclusion of the Shannon-McMillan-Breiman theorem on en...