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CUB (version 1.1.5)

varcovcubp0: 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

probcubpq