varcovcubshe function

Variance-covariance matrix for CUB models with shelter effect

Compute the variance-covariance matrix of parameter estimates of a CUB model with shelter effect.

varcovcubshe(m, pai1, pai2, csi, shelter, n)

Arguments

• m: Number of ordinal categories
• pai1: Parameter of the mixture distribution: mixing coefficient for the shifted Binomial component
• pai2: Second parameter of the mixture distribution: mixing coefficient for the discrete Uniform component
• csi: Feeling parameter
• shelter: Category corresponding to the shelter choice
• 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. (2012), Modelling shelter choices in ordinal data surveys. Statistical Modelling and Applications, 21 , 1--22

See Also

probcubshe1