Variance-covariance matrix of a CUB model without covariates

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Description

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

Usage

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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, cub00

Examples

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data(univer)
m<-7
ordinal<-univer[,12]
pai<-0.87
csi<-0.17
varmat<-varcovcub00(m, ordinal, pai, csi)

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