Learn R Programming

CUB (version 1.1.5)

varcovgecub: Variance-covariance matrix of a CUB model without covariates

Description

Compute the variance-covariance matrix of parameter estimates of a CUB model without covariates.

Usage

varcovgecub(ordinal,Y,W,X,bet,gama,omega,shelter)

Arguments

ordinal

Vector of ordinal responses

Y

Matrix of selected covariates to explain the uncertainty component (default: no covariate is included in the model)

W

Y Matrix of selected covariates to explain the feeling component (default: no covariate is included in the model)

X

Matrix of selected covariates to explain the shelter component (default: no covariate is included in the model)

bet

Parameter vector for the Uncertainty component

gama

Parameter vector for the Feeling component

omega

Parameter vector for the shelter component

shelter

Cateogry corresponding to the shelter effect

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.

See Also

probgecub