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Large-scale estimation in Rasch models: asymptotic results, approximations of the variance–covariance matrix of item parameters, and divide-and-conquer estimation

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Rasch-type item response models are often estimated via a conditional maximum-likelihood approach. This article elaborates on the asymptotics of conditional maximum-likelihood estimates for an increasing number of items, important for… Click to show full abstract

Rasch-type item response models are often estimated via a conditional maximum-likelihood approach. This article elaborates on the asymptotics of conditional maximum-likelihood estimates for an increasing number of items, important for modern data settings where a large number of items need to be scaled. Using approximations of the variance–covariance matrix based on Edgeworth expansions, the problem is studied theoretically as well as computationally. In a subsequent step, these results are used to split the large-scale estimation problem into smaller sub-problems involving blocks of items. These item blocks are estimated separately from each other and, finally, merged back into the full parameter vector (divide-and-conquer). By means of simulation studies, and in conjunction with the asymptotic results, it was found that block sizes in the range of 30–40 items approximate the full-scale estimators with a negligible loss in precision. It is also shown how varying block sizes affect the running time needed to fit the model.

Keywords: large scale; estimation; approximations variance; variance covariance; covariance matrix; item

Journal Title: Behaviormetrika
Year Published: 2018

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