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

In CUB: A Class of Mixture Models for Ordinal Data

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

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

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

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