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Rasch's Multiplicative Poisson Model with Covariates

Published online by Cambridge University Press:  01 January 2025

Haruhiko Ogasawara
Haruhiko Ogasawara*
Affiliation:
Railway Technical Research Institute
*
Request for reprints should be sent to Haruhiko Ogasawara, Department of Information and Management Science, Otaru University of Commerce, 3-5-21, Midori, Otaru 047 JAPAN.
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Abstract

As a multivariate model of the number of events, Rasch's multiplicative Poisson model is extended such that the parameters for individuals in the prior gamma distribution have continuous covariates. The parameters for individuals are integrated out and the hyperparameters in the prior distribution are estimated by a numerical method separately from difficulty parameters that are treated as fixed parameters or random variables. In addition, a method is presented for estimating parameters in Rasch's model with missing values.

Keywords

negative binomial distributionPoisson regressionRasch's multiplicative Poisson modelmissing valuesDirichlet distribution

Information

Type
Original Paper
Information
Psychometrika , Volume 61 , Issue 1 , March 1996, pp. 73 - 92
Copyright
© 1996 The Psychometric Society

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Footnotes

1

The author is now affiliated with the Otara University of Commerce.

The author is grateful to Yoshio Takane, Haruo Yanai, Eiji Muraki, the editor and referees for their careful readings and helpful suggestions on earlier versions of this paper. Part of this work was presented at the third European Congress of Psychology at Tampere, Finland in 1993.

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