varcovcub00 function

Variance-covariance matrix of a CUB model without covariates

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

varcovcub00(m, ordinal, pai, csi)

Arguments

• m: Number of ordinal categories
• ordinal: Vector of ordinal responses
• pai: Uncertainty parameter
• csi: Feeling parameter

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.

Examples

data(univer)
m<-7
ordinal<-univer[,12]
pai<-0.87
csi<-0.17
varmat<-varcovcub00(m, ordinal, pai, csi)

References

Piccolo D. (2006), Observed Information Matrix for MUB Models. Quaderni di Statistica, 8 , 33--78,

See Also

probcub00