CUB (version 1.1.5)

varcovcub00: 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

varcovcub00(m, ordinal, pai, csi)

Arguments

m

Number of ordinal categories

ordinal

Vector of ordinal responses

pai

Uncertainty parameter

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 MUB Models. Quaderni di Statistica, 8, 33--78,

See Also

probcub00

Examples

data(univer)
m<-7
ordinal<-univer[,12]
pai<-0.87
csi<-0.17
varmat<-varcovcub00(m, ordinal, pai, csi)