Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for both the uncertainty and the feeling components.
varcovcubpq(m, ordinal, Y, W, bet, gama)Number of ordinal categories
Vector of ordinal responses
Matrix of covariates for explaining the uncertainty parameter
Matrix of covariates for explaining the feeling parameter
Vector of parameters for the uncertainty component, with length equal to NCOL(Y)+1 to account for an intercept term (first entry)
Vector of parameters for the feeling component, with length equal to NCOL(W)+1 to account for an intercept term (first entry)
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