varcovcubpq {CUB} | R Documentation |
Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for both the uncertainty and the feeling components.
varcovcubpq(m, ordinal, Y, W, bet, gama)
m |
Number of ordinal categories |
ordinal |
Vector of ordinal responses |
Y |
Matrix of covariates for explaining the uncertainty parameter |
W |
Matrix of covariates for explaining the feeling parameter |
bet |
Vector of parameters for the uncertainty component, with length equal to NCOL(Y)+1 to account for an intercept term (first entry) |
gama |
Vector of parameters for the feeling component, with length equal to NCOL(W)+1 to account for an intercept term (first entry) |
The function checks if the variance-covariance matrix is positive-definite: if not, it returns a warning message and produces a matrix with NA entries.
Piccolo D. (2006), Observed Information Matrix for CUB Models, Quaderni di Statistica, 8, 33–78