adjCovSD: Adjustment for the covariance matrix from a...
In SemiParBIVProbit: Semiparametric Copula Regression Models

Description Usage Arguments Details Value WARNINGS Author(s) References See Also

adjCovSD can be used to adjust the covariance matrix of a fitted SemiParBIVProbit, copulaReg, copulaSampleSel, SemiParTRIV object.

1	adjCovSD(x, design)

`x`	A fitted \codeSemiParBIVProbit, `copulaReg`, `copulaSampleSel`, `SemiParTRIV` object as produced by the respective fitting function.
`design`	A `svydesign` object as produced by `svydesign()` from the `survey` package.

This function has been extracted from the survey package and adapted to the class of this package's models. It computes the sandwich variance estimator for a copula model fitted to data from a complex sample survey (Lumley, 2004).

This function returns a fitted object which is identical to that supplied in adjCovSD but with adjusted covariance matrix.

This correction may not be appropriate for models fitted using penalties.

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

Lumley T. (2004), Analysis of Complex Survey Samples. Journal of Statistical Software, 9(8), 1-19.

SemiParBIVProbit-package, SemiParBIVProbit, summary.SemiParBIVProbit, SemiParTRIV, summary.SemiParTRIV, copulaReg, summary.copulaReg, copulaSampleSel, summary.copulaSampleSel