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
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