View source: R/varcovcubeobs.R
varcovcubeobs | R Documentation |
Compute the variance-covariance matrix of parameter estimates for a CUBE model without covariates as the inverse of the observed information matrix.
varcovcubeobs(m, pai, csi, phi, freq)
m |
Number of ordinal categories |
pai |
Uncertainty parameter |
csi |
Feeling parameter |
phi |
Overdispersion parameter |
freq |
Vector of the observed absolute frequencies |
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.
Iannario, M. (2014). Modelling Uncertainty and Overdispersion in Ordinal Data, Communications in Statistics - Theory and Methods, 43, 771–786
varcovcubeexp
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