varcovcubpq: Variance-covariance matrix of a CUB model with covariates for both uncertainty and feeling
Description
Compute the variance-covariance matrix of parameter estimates of a CUB model with covariates for
both the uncertainty and the feeling components.
Usage
varcovcubpq(m, ordinal, Y, W, bet, gama)
Arguments
m
Number of ordinal categories
ordinal
Vector of ordinal responses
Y
Matrix of covariates for explaining the uncertainty parameter
W
Matrix of covariates for explaining the feeling parameter
bet
Vector of parameters for the uncertainty component, with length equal to
NCOL(Y)+1 to account for an intercept term (first entry)
gama
Vector of parameters for the feeling component, with length equal to
NCOL(W)+1 to account for an intercept term (first entry)
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