varcovcubeexp function

Variance-covariance matrix for CUBE models based on the expected information matrix

Compute the variance-covariance matrix of parameter estimates as the inverse of the expected information matrix for a CUBE model without covariates.

varcovcubeexp(m, pai, csi, phi, n)

Arguments

• m: Number of ordinal categories
• pai: Uncertainty parameter
• csi: Feeling parameter
• phi: Overdispersion parameter
• n: Number of observations

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.

References

Iannario, M. (2014). Modelling Uncertainty and Overdispersion in Ordinal Data, Communications in Statistics - Theory and Methods, 43 , 771--786

See Also

varcovcubeobs