assumptions of maximum likelihood (ML)
joint ML
+ all parameters are estimated simultaneously
conditional ML (eRm)
estimates easiness instead of difficulty
+ conditional on sum score, theta disappears, so you only have item parameters
(so does not assume a standard normal distribution for theta)
marginal ML (ltm)
+ applicable to all IRT models
identification
marginal ML
- variance theta = 1
- mean theta = 0
conditional ML
- mean b = 0
model fit
unidimensionality
> eigenvalues
equal a parameters
> item rest/item test correlations
absence of guessing
1. test on basis of theta estimates
2. test on basis of sum scores
3. 3 parameter model
model predictions
> Pij - E(Pij)
model comparison - likelihood ratio test
conditions
significant likelihood ratio test
if the LRT is significant, the most complex model fits best
> e.g., the constraints in the Rasch model deteriorate the likelihood