Estimation Algorithms
Some kind of expectation-maximization algorithm is used in the estimation of the parameters of Rasch models. Algorithms for implementing Maximum Likelihood estimation commonly employ Newton-Raphson iterations to solve for solution equations obtained from setting the partial derivatives of the log-likelihood functions equal to 0. Convergence criteria are used to determine when the iterations cease. For example, the criterion might be that the mean item estimate changes by less than a certain value, such as 0.001, between one iteration and another for all items.
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