varcovcubp0 {CUB} | R Documentation |
Variance-covariance matrix of CUB model with covariates for the uncertainty parameter
Description
Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for the uncertainty component.
Usage
varcovcubp0(m, ordinal, Y, bet, csi)
Arguments
m |
Number of ordinal categories |
ordinal |
Vector of ordinal responses |
Y |
Matrix of covariates for explaining the uncertainty parameter |
bet |
Vector of parameters for the uncertainty component, whose length equals NCOL(Y)+1 to include an intercept term (first entry) |
csi |
Feeling parameter |
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.
References
Piccolo D. (2006), Observed Information Matrix for CUB Models, Quaderni di Statistica, 8, 33–78
See Also
[Package CUB version 1.1.5 Index]