Add to ORKGOne test which is often used to investigate fit of the Rasch model to a dataset, is the Martin-Löf test for unidimensionality. This paper investigates whether (and when) its asymptotic chi-square distribution can be assumed to be appropriate. We also study the power of this test
Psychometric theory requires unidimensionality (i.e., scale items should represent a common latent v...
In this article, we propose a test procedure based on chi-square divergence, suitable to testing hyp...
Zero-inflated distributions are common in statistical problems where there is interest in testing ho...
Many statistical tests are designed to test the different assumptions of the Rasch model, but only f...
A simple method is introduced to test the di-mensionality axiom in the Rasch model. The method consi...
abstract: four requirements to be met are basic to the validity of the rasch-model and its consequen...
Unidimensionality, that is the items in a questionnaire measure only a single construct, is a fundam...
A class of Rasch model tests is proposed, all of them based on the Manter-Haenszel chi-squared stati...
Although several goodness of fit tests have been developed for the Rasch model for dichotomous items...
AbstractThe classical theory for testing the null hypothesis that a set of canonical correlation coe...
The use of goodness-of-fit test statistics for discrete or categorical data is widespread throughout...
This paper extends the Pearson chi-square testing method to nondynam ic parametric econometric model...
This paper extends the Pearson chi-square testing method to non-dynamic parametric econometric model...
In this article, we propose a test procedure based on chi-square divergence, suitable to testing hyp...
The Chi-Square test (χ2 test) is a family of tests based on a series of assumptions and is frequentl...
Psychometric theory requires unidimensionality (i.e., scale items should represent a common latent v...
In this article, we propose a test procedure based on chi-square divergence, suitable to testing hyp...
Zero-inflated distributions are common in statistical problems where there is interest in testing ho...
Many statistical tests are designed to test the different assumptions of the Rasch model, but only f...
A simple method is introduced to test the di-mensionality axiom in the Rasch model. The method consi...
abstract: four requirements to be met are basic to the validity of the rasch-model and its consequen...
Unidimensionality, that is the items in a questionnaire measure only a single construct, is a fundam...
A class of Rasch model tests is proposed, all of them based on the Manter-Haenszel chi-squared stati...
Although several goodness of fit tests have been developed for the Rasch model for dichotomous items...
AbstractThe classical theory for testing the null hypothesis that a set of canonical correlation coe...
The use of goodness-of-fit test statistics for discrete or categorical data is widespread throughout...
This paper extends the Pearson chi-square testing method to nondynam ic parametric econometric model...
This paper extends the Pearson chi-square testing method to non-dynamic parametric econometric model...
In this article, we propose a test procedure based on chi-square divergence, suitable to testing hyp...
The Chi-Square test (χ2 test) is a family of tests based on a series of assumptions and is frequentl...
Psychometric theory requires unidimensionality (i.e., scale items should represent a common latent v...
In this article, we propose a test procedure based on chi-square divergence, suitable to testing hyp...
Zero-inflated distributions are common in statistical problems where there is interest in testing ho...