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1 results

  • Rasch's Multiplicative Poisson Model with Covariates

  • Haruhiko Ogasawara
  • Journal:
    Psychometrika / Volume 61 / Issue 1 / March 1996
    Published online by Cambridge University Press:
    01 January 2025, pp. 73-92

  • 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.