Variance-covariance matrix of CUB models with covariates for the feeling component

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Description

Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for the feeling component.

Usage

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varcovcub0q(m, ordinal, W, pai, gama)

Arguments

m

Number of ordinal categories

ordinal

Vector of ordinal responses

W

Matrix of covariates for explaining the feeling component

pai

Uncertainty parameter

gama

Vector of parameters for the feeling component, whose length is NCOL(W)+1 to include an intercept term in the model (first entry of gama)

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

probcub0q, loglikcub0q, cub0q

Examples

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data(univer)
m<-7
ordinal<-univer[,9]
pai<-0.86
gama<-c(-1.94, -0.17)
W<-univer[,4]           
varmat<-varcovcub0q(m, ordinal, W, pai, gama)

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