(1) Dipartimento di Matematica, Statistica, Informatica e Applicazioni, Università di Bergamo, Via Dei Caniana, 2, I-24127 Bergamo, Italy
Abstract:
A necessary and sufficient condition is given in this paper for the existence and uniqueness of the maximum likelihood (the
so-called joint maximum likelihood) estimate of the parameters of the Partial Credit Model. This condition is stated in terms
of a structural property of the pattern of the data matrix that can be easily verified on the basis of a simple iterative
procedure. The result is proved by using an argument of Haberman (1977).
The author wishes to thank the Editor and the anonymous reviewers for their comments that helped to substantially improve
the final version of this paper.
This research was supported in part by a MURST grant (ex 60%).