varcovcubp0: Variance-covariance matrix of CUB model with covariates for...

In CUB: A Class of Mixture Models for Ordinal Data

Variance-covariance matrix of CUB model with covariates for the uncertainty parameter

Description

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

Usage

varcovcubp0(m, ordinal, Y, bet, csi)

Arguments

m	Number of ordinal categories
ordinal	Vector of ordinal responses
Y	Matrix of covariates for explaining the uncertainty parameter
bet	Vector of parameters for the uncertainty component, whose length equals NCOL(Y)+1 to include an intercept term (first entry)
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 CUB Models, Quaderni di Statistica, 8, 33–78

See Also

probcubpq

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