A convexity constrained parameterization of the random effects generalized partial credit model

David J. Hessen*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

An alternative closed-form expression for the marginal joint probability distribution of item scores under the random effects generalized partial credit model is presented. The closed-form expression involves a cumulant generating function and is therefore subjected to convexity constraints. As a consequence, complicated moment inequalities are taken into account in maximum likelihood estimation of the parameters of the model, so that the estimation solution is always proper. Another important favorable consequence is that the likelihood function has a single local extreme point, the global maximum. Furthermore, attention is paid to expected a posteriori person parameter estimation, generalizations of the model, and testing the goodness-of-fit of the model. Procedures proposed are demonstrated in an illustrative example.

Original languageEnglish
Pages (from-to)401-419
Number of pages19
JournalBritish Journal of Mathematical and Statistical Psychology
Volume78
Issue number2
Early online date2024
DOIs
Publication statusPublished - May 2025

Bibliographical note

Publisher Copyright:
© 2024 The Author(s). British Journal of Mathematical and Statistical Psychology published by John Wiley & Sons Ltd on behalf of British Psychological Society.

Keywords

  • expected a posteriori estimates
  • extended generalized partial credit model
  • marginal maximum likelihood estimation
  • random effects generalized partial credit model

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