Variance-covariance matrix of a CUB model with covariates for both uncertainty and feeling

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Description

Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for both the uncertainty and the feeling components.

Usage

1
varcovcubpq(m, ordinal, Y, W, bet, gama)

Arguments

m

Number of ordinal categories

ordinal

Vector of ordinal responses

Y

Matrix of covariates for explaining the uncertainty parameter

W

Matrix of covariates for explaining the feeling parameter

bet

Vector of parameters for the uncertainty component, with length equal to NCOL(Y)+1 to account for an intercept term (first entry)

gama

Vector of parameters for the feeling component, with length equal to NCOL(W)+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. (2006), Observed Information Matrix for CUB Models, Quaderni di Statistica, 8, 33–78

See Also

probcubpq, cubpq

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