7 results
11 - Posterior-Based Specification Testing and Model Selection
- from Part III - Bayesian Estimation and Inferences
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- Book:
- Financial Econometrics
- Published online:
- 20 February 2025
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- 27 February 2025, pp 340-377
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A Note on the Asymptotic Variance-Covariance Matrix of Item Parameter Estimates in the Rasch Model
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- Journal:
- Psychometrika / Volume 50 / Issue 2 / June 1985
- Published online by Cambridge University Press:
- 01 January 2025, pp. 247-249
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On the Relationships between Sum Score Based Estimation and Joint Maximum Likelihood Estimation
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- Journal:
- Psychometrika / Volume 73 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 01 January 2025, pp. 145-151
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Concise Formulas for the Standard Errors of Component Loading Estimates
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- Journal:
- Psychometrika / Volume 67 / Issue 2 / June 2002
- Published online by Cambridge University Press:
- 01 January 2025, pp. 289-297
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Maximum Likelihood Estimation of Multivariate Polyserial and Polychoric Correlation Coefficients
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- Journal:
- Psychometrika / Volume 52 / Issue 3 / September 1987
- Published online by Cambridge University Press:
- 01 January 2025, pp. 409-430
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A Note on the Computation of the Second-Order Derivatives of the Elementary Symmetric Functions in the Rasch Model
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- Journal:
- Psychometrika / Volume 51 / Issue 2 / June 1986
- Published online by Cambridge University Press:
- 01 January 2025, pp. 335-339
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