varcovcubeexp {CUB} | R Documentation |
Variance-covariance matrix for CUBE models based on the expected information matrix
Description
Compute the variance-covariance matrix of parameter estimates as the inverse of the expected information matrix for a CUBE model without covariates.
Usage
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
[Package CUB version 1.1.5 Index]