2017
DOI: 10.1080/23311908.2017.1279435
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A comparison of parameter covariance estimation methods for item response models in an expectation-maximization framework

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Cited by 14 publications
(26 citation statements)
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“…Another advantage of the OIA with respect to the S-EM algorithm in particular is that reestimation of the model to obtain sufficiently close MLEs, or to obtain a better-behaved EM iteration history, is not required; hence, there will be no issues related to non-convergence when building the numerical Jacobian. As was highlighted in the simulation work presented by Pritikin (2017), non-convergence is a common occurrence with the S-EM algorithm, particularly for models with a larger number of estimated parameters from nonexponential families. When non-convergence does occur, the quality of the entire ACOV matrix must be called into question because the inversion of a poorly approximated observed-data information matrix will result in unpredictably distorted, and potentially misleading, ACOV estimates.…”
Section: Advantages Of the Oakes' Identity Approximationmentioning
confidence: 97%
See 1 more Smart Citation
“…Another advantage of the OIA with respect to the S-EM algorithm in particular is that reestimation of the model to obtain sufficiently close MLEs, or to obtain a better-behaved EM iteration history, is not required; hence, there will be no issues related to non-convergence when building the numerical Jacobian. As was highlighted in the simulation work presented by Pritikin (2017), non-convergence is a common occurrence with the S-EM algorithm, particularly for models with a larger number of estimated parameters from nonexponential families. When non-convergence does occur, the quality of the entire ACOV matrix must be called into question because the inversion of a poorly approximated observed-data information matrix will result in unpredictably distorted, and potentially misleading, ACOV estimates.…”
Section: Advantages Of the Oakes' Identity Approximationmentioning
confidence: 97%
“…Before beginning, it should be noted that this paper is not the first body of work to investigate a finite‐difference approach for Oakes's identity. To the best of the author's knowledge, Pritikin () was the first to apply a numerical estimate of Oakes's identity to multi‐parameter IRT models (Embretson & Reise, ; Lord & Novick, ) by using a simple forward difference approximation. Overall, Pritikin demonstrated the potential superiority of this numerical approximation in terms of computational efficiency and relative precision compared to techniques in current use for four multidimensional IRT models.…”
Section: Introductionmentioning
confidence: 99%
“…Default approaches for estimating standard errors also vary across programs, and it is important for the user to choose an approach that is computationally feasible, but also reasonably accurate. Although it is outside the scope of this paper to make a particular recommendation, standard error estimation is the topic of much recent research (Tian et al, 2013;Paek and Cai, 2014;Pritikin, 2017;Chalmers, 2018).…”
Section: Results Of Fitted Modelsmentioning
confidence: 99%
“…Unfortunately, these matrices are more complicated to compute for IRT models than for many other types of statistical models, particularly when the EM algorithm is adopted during estimation (Bock & Aitkin, 1981). Recently, however, Chalmers (2018a) demonstrated an accurate and efficient numerical scheme to obtain the observed information matrix which capitalize on Oakes' (1999) identity (see also Pritikin, 2017).…”
Section: Models and Estimationmentioning
confidence: 99%