varcovcub0q: Variance-covariance matrix of CUB models with covariates for the feeling component
Description
Compute the variance-covariance matrix of parameter estimates of a CUB model
with covariates for the feeling component.
Usage
varcovcub0q(m, ordinal, W, pai, gama)
Arguments
m
Number of ordinal categories
ordinal
Vector of ordinal responses
W
Matrix of covariates for explaining the feeling component
pai
Uncertainty parameter
gama
Vector of parameters for the feeling component, whose length is
NCOL(W)+1 to include an intercept term in the model (first entry of gama)
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,