Maximum Likelihood Estimates in Exponential Response Models
Haberman, Shelby J.
Ann. Statist., Tome 5 (1977) no. 1, p. 815-841 / Harvested from Project Euclid
Exponential response models are a generalization of logit models for quantal responses and of regression models for normal data. In an exponential response model, $\{F(\theta): \theta \in \Theta\}$ is an exponential family of distributions with natural parameter $\theta$ and natural parameter space $\Theta \subset V$, where $V$ is a finite-dimensional vector space. A finite number of independent observations $S_i, i \in I$, are given, where for $i \in I, S_i$ has distribution $F(\theta_i)$. It is assumed that $\mathbf{\theta} = \{\theta_i: \mathbf{i} \in \mathbf{I}\}$ is contained in a linear subspace. Properties of maximum likelihood estimates $\hat\mathbf{\theta}$ of $\mathbf{\theta}$ are explored. Maximum likelihood equations and necessary and sufficient conditions for existence of $\hat\mathbf{\theta}$ are provided. Asymptotic properties of $\hat\mathbf{\theta}$ are considered for cases in which the number of elements in $I$ becomes large. Results are illustrated by use of the Rasch model for educational testing.
Publié le : 1977-09-14
Classification:  Exponential family,  maximum likelihood estimation,  quantal response,  logit model,  Rasch model,  asymptotic theory,  62F10,  62E20
@article{1176343941,
     author = {Haberman, Shelby J.},
     title = {Maximum Likelihood Estimates in Exponential Response Models},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 815-841},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343941}
}
Haberman, Shelby J. Maximum Likelihood Estimates in Exponential Response Models. Ann. Statist., Tome 5 (1977) no. 1, pp.  815-841. http://gdmltest.u-ga.fr/item/1176343941/