scoreCov: COVARIANCE MATRIX OF THE UNIVARIATE SCORES

In weightedScores: Weighted Scores Method for Regression Models with Dependent Data

Description

Covariance matrix of the univariates scores.

Usage

scoreCov(scnu,scgam,pmf,index,margmodel)
scoreCov.ord(scgam,pmf,index)

Arguments

scnu	The matrix of the score functions with respect to ν.
scgam	The matrix of the score functions with respect to γ.
pmf	The matrix of rectangle probabilities.
index	The bivariate pair.
margmodel	Indicates the marginal model. Choices are “poisson” for Poisson, “bernoulli” for Bernoulli, and “nb1” , “nb2” for the NB1 and NB2 parametrization of negative binomial in Cameron and Trivedi (1998).

Details

The covariance matrix Ω_i of s_i(a) computed from the fitted discretized MVN model with estimated parameters {\tilde a}, {\tilde R}.

Note that scoreCov.ord is a variant of the code for ordinal (probit and logistic) regression.

Value

Covariance matrix of the univariates scores Ω_i.

Author(s)

Aristidis K. Nikoloulopoulos [e-mail]
Harry Joe [e-mail]

See Also

approxbvncdf

weightedScores documentation built on March 24, 2020, 1:07 a.m.