Compute the variance-covariance matrix of parameter estimates of a CUB model with shelter effect.
varcovcubshe(m, pai1, pai2, csi, shelter, n)
Number of ordinal categories
Parameter of the mixture distribution: mixing coefficient for the shifted Binomial component
Second parameter of the mixture distribution: mixing coefficient for the discrete Uniform component
Feeling parameter
Category corresponding to the shelter choice
Number of observations
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.
Iannario, M. (2012), Modelling shelter choices in ordinal data surveys. Statistical Modelling and Applications, 21, 1--22
probcubshe1