varcovcubpq function

Variance-covariance matrix of a CUB model with covariates for both uncertainty and feeling

Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for both the uncertainty and the feeling components.

varcovcubpq(m, ordinal, Y, W, bet, gama)

Arguments

• m: Number of ordinal categories
• ordinal: Vector of ordinal responses
• Y: Matrix of covariates for explaining the uncertainty parameter
• W: Matrix of covariates for explaining the feeling parameter
• bet: Vector of parameters for the uncertainty component, with length equal to NCOL(Y)+1 to account for an intercept term (first entry)
• gama: Vector of parameters for the feeling component, with length equal to NCOL(W)+1 to account for an intercept term (first entry)

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

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

See Also

probcubpq