Abstract

The Rasch model is widely used in the field of psychometrics when $n$ persons under test answer $m$ questions and the score, which describes the correctness of the answers, is given by a binary $n\times m$-matrix. We consider the Mixed-Effect Rasch Model, in which the persons are chosen randomly from a huge population. The goal is to estimate the ability density of this population under nonparametric constraints, which turns out to be a statistical linear inverse problem with an unknown but estimable operator. Based on our previous result on asymptotic equivalence to a two-layer Gaussian model, we construct an estimation procedure and study its asymptotic optimality properties as $n$ tends to infinity, as does $m$, but moderately with respect to $n$. Moreover numerical simulations are provided.

Highlights

  • We consider the famous Rasch model which is used to analyse psychometric surveys when n individuals under test answer m questions

  • Its (j, k)th entry indicates whether the answer of the jth person to the kth question is correct

  • K = 1, . . . , m; j = 1, . . . , n, where the parameter θk describes the difficulty of the kth question and the parameter βj represents the ability of the jth person

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Summary

Introduction

We consider the famous Rasch model which is used to analyse psychometric surveys when n individuals under test answer m questions. In that paper the authors use some components of the observation in order to construct an asymptotic confidence region for the difficulty parameters and leave the problem of nonparametric estimation of the ability density open for future research. When working with the asymptotically equivalent version of the MRM, estimating the ability density represents a statistical linear inverse problem with Gaussian noise and an unknown but empirically accessible linear operator. Such models occur quite frequently in nonparametric statistics, see e.g.

Notation
Asymptotically equivalent models
Oracle setting
Estimation of h under unknown θ
Data-driven selection of the weights
Theoretical properties
Asymptotic optimality in the oracle setting
Asymptotic properties of the fully data-driven estimator
Computation of the transforming Markov kernels
Numerical simulations
Proofs
Full Text
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