Open Access. Powered by Scholars. Published by Universities.®
Social and Behavioral Sciences Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Social and Behavioral Sciences
Examining The Performance Of The Metropolis-Hastings Robbins-Monro Algorithm In The Estimation Of Multilevel Multidimensional Irt Models, Bozhidar M. Bashkov
Examining The Performance Of The Metropolis-Hastings Robbins-Monro Algorithm In The Estimation Of Multilevel Multidimensional Irt Models, Bozhidar M. Bashkov
Dissertations, 2014-2019
The purpose of this study was to review the challenges that exist in the estimation of complex (multidimensional) models applied to complex (multilevel) data and to examine the performance of the recently developed Metropolis-Hastings Robbins-Monro (MH-RM) algorithm (Cai, 2010a, 2010b), designed to overcome these challenges and implemented in both commercial and open-source software programs. Unlike other methods, which either rely on high-dimensional numerical integration or approximation of the entire multidimensional response surface, MH-RM makes use of Fisher’s Identity to employ stochastic imputation (i.e., data augmentation) via the Metropolis-Hastings sampler and then apply the stochastic approximation method of Robbins and Monro …