varcovcub00: Variance-covariance matrix of a CUB model without covariates

Description Usage Arguments Details References See Also Examples

View source: R/varcovcub00.R

Description

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

Usage

1
varcovcub00(m, ordinal, pai, csi)

Arguments

m

Number of ordinal categories

ordinal

Vector of ordinal responses

pai

Uncertainty parameter

csi

Feeling parameter

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.

References

Piccolo D. (2006), Observed Information Matrix for MUB Models. Quaderni di Statistica, 8, 33–78,

See Also

probcub00

Examples

1
2
3
4
5
6
data(univer)
m<-7
ordinal<-univer[,12]
pai<-0.87
csi<-0.17
varmat<-varcovcub00(m, ordinal, pai, csi)

CUB documentation built on May 19, 2017, 4:24 p.m.

Search within the CUB package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.