varcovgecub: Variance-covariance matrix of a CUB model without covariates

In CUB: A Class of Mixture Models for Ordinal Data

Variance-covariance matrix of a CUB model without covariates

Description

Compute the variance-covariance matrix of parameter estimates of a CUB model without covariates.

Usage

varcovgecub(ordinal,Y,W,X,bet,gama,omega,shelter)

Arguments

ordinal	Vector of ordinal responses
Y	Matrix of selected covariates to explain the uncertainty component (default: no covariate is included in the model)
W	Y Matrix of selected covariates to explain the feeling component (default: no covariate is included in the model)
X	Matrix of selected covariates to explain the shelter component (default: no covariate is included in the model)
bet	Parameter vector for the Uncertainty component
gama	Parameter vector for the Feeling component
omega	Parameter vector for the shelter component
shelter	Cateogry corresponding to the shelter effect

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.

See Also

probgecub

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