varcovcubeexp

Compute the variance-covariance matrix of parameter estimates as the inverse of
the expected information matrix for a CUBE model without covariates.

internal

For ordinal rating data, estimate and test models within the family of CUB models and their extensions (where CUB stands for Combination of a discrete Uniform and a shifted Binomial distributions); Simulation routines, plotting facilities and fitting measures are also provided.

Rosaria Simone

A Class of Mixture Models for Ordinal Data

Maria Iannario

Domenico Piccolo

varcovcubeexp function

<dl><dt>m</dt>
<dd>Number of ordinal categories</dd>
<dt>pai</dt>
<dd>Uncertainty parameter</dd>
<dt>csi</dt>
<dd>Feeling parameter</dd>
<dt>phi</dt>
<dd>Overdispersion parameter</dd>
<dt>n</dt>
<dd>Number of observations</dd></dl>

Arguments

Variance-covariance matrix for CUBE models based on the expected information matrix — varcovcubeexp

<dl>

<dt>m</dt>
<dd>Number of ordinal categories</dd>


<dt>pai</dt>
<dd>Uncertainty parameter</dd>


<dt>csi</dt>
<dd>Feeling parameter</dd>


<dt>phi</dt>
<dd>Overdispersion parameter</dd>


<dt>n</dt>
<dd>Number of observations</dd>

</dl>

varcovcubeexp: Variance-covariance matrix for CUBE models based on the expected information matrix

Description

Usage

Arguments

Details

References

See Also