The partial credit model is considered under the assumption of a certain linear decomposition of the item × category parameters δih into “basic parameters” αj. This model is referred to as the “linear partial credit model”. A conditional maximum likelihood algorithm for estimation of the αj is presented, based on (a) recurrences for the combinatorial functions involved, and (b) using a “quasi-Newton” approach, the so-called Broyden-Fletcher-Goldfarb-Shanno (BFGS) method; (a) guarantees numerically stable results, (b) avoids the direct computation of the Hesse matrix, yet produces a sequence of certain positive definite matrices Bk, k = 1, 2, ..., converging to the asymptotic variance-covariance matrix of the \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\hat \alpha _j $$\end{document}. The practicality of these numerical methods is demonstrated both by means of simulations and of an empirical application to the measurement of treatment effects in patients with psychosomatic disorders.