immer_ccml | R Documentation |
Estimates the partial credit model with a design matrix for item
parameters with composite conditional maximum likelihood estimation.
The estimation uses pairs of items X_i
and X_j
and considers conditional
likelihoods P(X_i=k, X_j=h | \theta) / P( X_i + X_j=k+h| \theta )
. By using
this strategy, the trait \theta
cancels out (like in conditional maximum
likelihood estimation). The proposed strategy is a generalization of the Zwinderman (1995)
composite conditional maximum likelihood approach of the Rasch model to the
partial credit model. See Varin, Reid and Firth (2011) for a general introduction to
composite conditional maximum likelihood estimation.
immer_ccml( dat, weights=NULL, irtmodel="PCM", A=NULL, b_fixed=NULL, control=NULL )
## S3 method for class 'immer_ccml'
summary(object, digits=3, file=NULL, ...)
## S3 method for class 'immer_ccml'
coef(object, ...)
## S3 method for class 'immer_ccml'
vcov(object, ...)
dat |
Data frame with polytomous item responses |
weights |
Optional vector of sampling weights |
irtmodel |
Model string for specifying the item response model |
A |
Design matrix (items |
b_fixed |
Matrix with fixed |
control |
Control arguments for optimization function
|
object |
Object of class |
digits |
Number of digits after decimal to print |
file |
Name of a file in which the output should be sunk |
... |
Further arguments to be passed. |
The function estimates the partial credit model as
P(X_i=h | \theta ) \propto \exp( h \theta - b_{ih} )
with
b_{ih}=\sum_l a_{ihl} \xi_l
where the values a_{ihl}
are included in the design matrix A
and \xi_l
denotes
basis item parameters.
List with following entries (selection)
coef |
Item parameters |
vcov |
Covariance matrix for item parameters |
se |
Standard errors for item parameters |
nlminb_result |
Output from optimization with
|
suff_stat |
Used sufficient statistics |
ic |
Information criteria |
Varin, C., Reid, N., & Firth, D. (2011). An overview of composite likelihood methods. Statistica Sinica, 21, 5-42.
Zwinderman, A. H. (1995). Pairwise parameter estimation in Rasch models. Applied Psychological Measurement, 19(4), 369-375.
See sirt::rasch.pairwise.itemcluster
of an implementation of the composite conditional maximum likelihood approach for the
Rasch model.
#############################################################################
# EXAMPLE 1: Partial credit model with CCML estimation
#############################################################################
library(TAM)
data(data.gpcm, package="TAM")
dat <- data.gpcm
#-- initial MML estimation in TAM to create a design matrix
mod1a <- TAM::tam.mml(dat, irtmodel="PCM2")
summary(mod1a)
#* define design matrix
A <- - mod1a$A[,-1,-1]
A <- A[,,-1]
str(A)
#-- estimate model
mod1b <- immer::immer_ccml( dat, A=A)
summary(mod1b)
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