Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for the uncertainty component.
varcovcubp0(m, ordinal, Y, bet, csi)
Number of ordinal categories
Vector of ordinal responses
Matrix of covariates for explaining the uncertainty parameter
Vector of parameters for the uncertainty component, whose length equals NCOL(Y)+1 to include an intercept term (first entry)
Feeling parameter
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.
Piccolo D. (2006), Observed Information Matrix for CUB Models, Quaderni di Statistica, 8, 33--78
probcubpq