Description Usage Arguments Details References See Also

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

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

`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) |

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.

Piccolo D. (2006), Observed Information Matrix for CUB Models, *Quaderni di Statistica*, **8**, 33–78

CUB documentation built on Nov. 27, 2018, 5:05 p.m.

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