varcovcubecov: Variance-covariance matrix of a CUBE model with covariates

In CUB: A Class of Mixture Models for Ordinal Data

Variance-covariance matrix of a CUBE model with covariates

Description

Compute the variance-covariance matrix of parameter estimates of a CUBE model with covariates for all the three parameters.

Usage

varcovcubecov(m, ordinal, Y, W, Z, estbet, estgama, estalpha)

Arguments

m	Number of ordinal categories
ordinal	Vector of ordinal responses
Y	Matrix of covariates for explaining the uncertainty component
W	Matrix of covariates for explaining the feeling component
Z	Matrix of covariates for explaining the overdispersion component
estbet	Vector of the estimated parameters for the uncertainty component, with length equal to NCOL(Y)+1 to account for an intercept term (first entry)
estgama	Vector of the estimated parameters for the feeling component, with length equal to NCOL(W)+1 to account for an intercept term (first entry)
estalpha	Vector of the estimated parameters for the overdispersion component, with length equal to NCOL(Z)+1 to account for an intercept term (first entry)

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. (2014), Inferential issues on CUBE models with covariates, Communications in Statistics - Theory and Methods, 44, DOI: 10.1080/03610926.2013.821487

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