JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 354
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract - #304475
Title: Asymptotic Expansions for the Pivots Using Log-Likelihood Derivatives with an Application in Item Response Theory
Author(s): Haruhiko Ogasawara*+
Companies: Otaru University of Commerce
Address: 3 Chome 5 Banchi 21 Midori, Otaru, 047-8501, , Japan
Keywords: pivots ; log-likelihood derivatives ; inverse expansion ; sandwich estimator ; item response theory
Abstract:

Asymptotic expansions of the distributions of the pivotal statistics involving log-likelihood derivatives under possible model misspecification are derived using the asymptotic cumulants up to the fourth order and the higher-order asymptotic variance. The pivots dealt with are the studentized ones by the estimated expected information, the negative Hessian matrix, the sum of products of gradient vectors, and the so-called sandwich estimator. It is shown that the first three asymptotic cumulants are the same over the pivots under correct model specification with a general condition of the equalities. An application is given in item response theory, where the observed information is usually used rather than the estimated expected one.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program




2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.