CUSH: Main function for CUSH models

View source: R/CUSH.R

CUSHR Documentation

Main function for CUSH models

Description

Main function to estimate and validate a CUSH model for ordinal responses, with or without covariates to explain the shelter effect.

Usage

CUSH(Formula,data,...)

Arguments

Formula

Object of class Formula.

data

Data frame from which model matrices and response variables are taken.

...

Additional arguments to pass to the fitting procedure. Argument X specifies the matrix of subjects covariates to include in the model for explaining the shelter effect (not including intercept).

Details

The estimation procedure is not iterative, so a null result for CUSH$niter is produced. The optimization procedure is run via "optim". If covariates are included, the variance-covariance matrix is computed as the inverse of the returned numerically differentiated Hessian matrix (option: hessian=TRUE as argument for "optim"). If not positive definite, it returns a warning message and produces a matrix with NA entries.

Value

An object of the class "CUSH" is a list containing the following results:

estimates

Maximum likelihood parameters estimates

loglik

Log-likelihood function at the final estimates

varmat

Variance-covariance matrix of final estimates (if X=0, it returns the square of the estimated standard error for the shelter parameter \delta)

BIC

BIC index for the estimated model

References

Capecchi S. and Piccolo D. (2015). Dealing with heterogeneity/uncertainty in sample survey with ordinal data, IFCS Proceedings, University of Bologna
Capecchi S. and Iannario M. (2016). Gini heterogeneity index for detecting uncertainty in ordinal data surveys, Metron - DOI: 10.1007/s40300-016-0088-5

See Also

loglikCUSH


CUB documentation built on May 29, 2024, 5:23 a.m.