varcovcubp0: Variance-covariance matrix of CUB model with covariates for the uncertainty parameter
Description
Compute the variance-covariance matrix of parameter estimates of a CUB model with
covariates for the uncertainty component.
Usage
varcovcubp0(m, ordinal, Y, bet, csi)
Arguments
m
Number of ordinal categories
ordinal
Vector of ordinal responses
Y
Matrix of covariates for explaining the uncertainty parameter
bet
Vector of parameters for the uncertainty component, whose length equals NCOL(Y)+1
to include an intercept term (first entry)
csi
Feeling 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
Piccolo D. (2006), Observed Information Matrix for CUB Models, Quaderni di Statistica, 8, 33--78