From 8e16305b71ae39629f0201e44b95f7496924ad70 Mon Sep 17 00:00:00 2001
From: Robitzsch
Vector of parameters which should be excluded in calculations
coda::mcmc
rasch.jml.jackknife1
.
JML estimation can also be conducted with the TAM
(TAM::tam.jml
)
-and immer (immer::immer_jml
)
+and immer (immer::immer_jml
)
packages.
See also marginal maximum likelihood estimation with rasch.mml2
or the R package ltm.
xxirt(dat, Theta=NULL, itemtype=NULL, customItems=NULL, partable=NULL,
customTheta=NULL, group=NULL, weights=NULL, globconv=1e-06, conv=1e-04,
maxit=1000, mstep_iter=4, mstep_reltol=1e-06, maxit_nr=0, optimizer_nr="nlminb",
- control_nr=list(trace=1), h=1E-4, use_grad=TRUE, verbose=TRUE,
- penalty_fun_item=NULL, np_fun_item=NULL, verbose_index=NULL,
+ estimator="ML", control_nr=list(trace=1), h=1E-4, use_grad=TRUE, verbose=TRUE,
+ penalty_fun_item=NULL, np_fun_item=NULL, pml_args=NULL, verbose_index=NULL,
cv_kfold=0, cv_maxit=10)
# S3 method for xxirt
@@ -119,7 +119,10 @@ Usage
IRT.se(object,...)
# computes Hessian matrix
-xxirt_hessian(object, h=1e-4, use_shortcut=TRUE)
"nlminb"
or other options of
sirt_optimizer
.
+Marginal maximum likelihood ("ML"
) or pairwise
+maximum likelihood ("PML"
)
Argument control
for optimizer.
Logical indicating whether item index should be printed in estimation output