vcov.rasch: Extraction of Variance-Covariance Matrix for a Fitted Model...

In nando11235813/raschreg: Item Response Theory models including explanatory variables of the ability parameter

Description

Returns the variance-covariance matrix of the main parameters of a fitted model object.

Usage

  ## S3 method for class 'rasch'
vcov(object, type = 'hessian', ...)

Arguments

object	A fitted rasch model.
type	A character indicating which covariance matrix estimation is to be used. If 'hessian', the Hessian matrix of log-likelihood is used. if 'opg', the outer product of log-likelihood gradient is used. If 'sandwich', the previous two are used in a Huber type estimator.
...	Additional arguments.

Details

Extracts variance/covariance matrix of a fitted Rasch model. In the case of discrimination parameters, a delta method correction is implemented because these parameters are estimated on a logarithmic scale.

Value

A matrix whose entries are the estimated covariances between the parameter estimates in the model.

Author(s)

Fernando Massa, [e-mail]

nando11235813/raschreg documentation built on Oct. 2, 2021, 3:11 p.m.