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