varcovcubshe: Variance-covariance matrix for CUB models with shelter effect
Description
Compute the variance-covariance matrix of parameter estimates of a CUB model with shelter effect.
Usage
varcovcubshe(m, pai1, pai2, csi, shelter, n)
Arguments
m
Number of ordinal categories
pai1
Parameter of the mixture distribution: mixing coefficient for the shifted Binomial component
pai2
Second parameter of the mixture distribution: mixing coefficient for the discrete Uniform component
shelter
Category corresponding to the shelter choice
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. (2012), Modelling shelter choices in ordinal data surveys.
Statistical Modelling and Applications, 21, 1--22