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CUB (version 0.1)

varcovcubeobs: Variance-covariance matrix for CUBE models based on the observed information matrix

Description

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

Usage

varcovcubeobs(m, pai, csi, phi, freq)

Arguments

m
Number of ordinal categories
pai
Uncertainty parameter
csi
Feeling parameter
phi
Overdispersion parameter
freq
Vector of the observed absolute frequencies

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

cube000, varcovcubeexp