CUB (version 0.1)

varmatCUB: Variance-covariance matrix for CUB models

Description

Compute the variance-covariance matrix of parameter estimates for CUB models with or without covariates for the feeling and the overdispersion parameter, and for extended CUB models with shelter effect.

Usage

varmatCUB(ordinal,m,param,Y=0,W=0,shelter=0)

Arguments

ordinal

Vector of ordinal responses

m

Number of ordinal categories

param

Vector of parameters for the specified CUB model

Y

Matrix of selected covariates to explain the uncertainty component (default: no covariate is included in the model)

W

Matrix of selected covariates to explain the feeling component (default: no covariate is included in the model)

shelter

Category corresponding to the shelter choice (default: no shelter effect is included in the model)

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 MUB Models, Quaderni di Statistica, 8, 33--78 Iannario, M. (2012). Modelling shelter choices in ordinal data surveys. Statistical Modelling and Applications, 21, 1--22

See Also

CUB, loglikCUB

Examples

data(univer)
m<-7
### CUB model with no covariate
ordinal<-univer[,12]
pai<-0.87; csi<-0.17 
param<-c(pai,csi)
varmat<-varmatCUB(ordinal,m,param)
#######################
### and With covariates for feeling
data(univer)
m<-7
ordinal<-univer[,9]
pai<-0.86; gama<-c(-1.94, -0.17)
param<-c(pai,gama)
W<-univer[,4]           
varmat<-varmatCUB(ordinal,m,param, W=W)
#######################
### CUB model with uncertainty covariates
data(relgoods)
m<-10
ordinal<-relgoods[,29]
gender<-relgoods[,2]
data<-na.omit(cbind(ordinal,gender))
ordinal<-data[,1]
Y<-data[,2]
bet<-c(-0.811,0.93); csi<-0.202
varmat<-varmatCUB(ordinal,m,param=c(bet,csi),Y=Y)
#######################
### and with covariates for both parameters
data(relgoods)
m<-10
gender<-relgoods[,2]
smoking<-relgoods[,12]
ordinal<-relgoods[,40]
nona<-na.omit(cbind(ordinal,gender,smoking))
ordinal<-nona[,1]
gender<-nona[,2]
smoking<-nona[,3]
gama<-c(-0.55, -0.43); bet<-c(-0.45, -0.48)
varmat<-varmatCUB(ordinal,m,param=c(bet,gama),Y=gender,W=smoking)
#######################
### Variance-covariance for a CUB model with shelter
m<-8; n<-300
pai1<-0.5; pai2<-0.3; csi<-0.4
shelter<-6
pr<-probcubshe1(m,pai1,pai2,csi,shelter)
ordinal<-sample(1:m,n,prob=pr,replace=TRUE)
param<-c(pai1,pai2,csi)
varmat<-varmatCUB(ordinal,m,param,shelter=shelter)