varcovgecub {CUB} | R Documentation |
Variance-covariance matrix of a CUB model without covariates
Description
Compute the variance-covariance matrix of parameter estimates of a CUB model without covariates.
Usage
varcovgecub(ordinal,Y,W,X,bet,gama,omega,shelter)
Arguments
ordinal |
Vector of ordinal responses |
Y |
Matrix of selected covariates to explain the uncertainty component (default: no covariate is included in the model) |
W |
Y Matrix of selected covariates to explain the feeling component (default: no covariate is included in the model) |
X |
Matrix of selected covariates to explain the shelter component (default: no covariate is included in the model) |
bet |
Parameter vector for the Uncertainty component |
gama |
Parameter vector for the Feeling component |
omega |
Parameter vector for the shelter component |
shelter |
Cateogry corresponding to the shelter effect |
Details
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.