Description Usage Arguments Details References See Also Examples
Compute the variance-covariance matrix of parameter estimates of a CUB model without covariates.
1 | varcovcub00(m, ordinal, pai, csi)
|
m |
Number of ordinal categories |
ordinal |
Vector of ordinal responses |
pai |
Uncertainty parameter |
csi |
Feeling parameter |
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.
Piccolo D. (2006), Observed Information Matrix for MUB Models. Quaderni di Statistica, 8, 33–78,
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)
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