adjCovSD
can be used to adjust the covariance matrix of a fitted gjrm
object.
adjCovSD(x, design)
This function returns a fitted object which is identical to that supplied in adjCovSD
but with adjusted covariance matrix.
A fitted gjrm
object as produced by the respective fitting function.
A svydesign
object as produced by svydesign()
from the survey
package.
This correction may not be appropriate for models fitted using penalties.
Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk
This function has been extracted from the survey
package and adapted to the class of this package's models. It computes the sandwich
variance estimator for a copula model fitted to data from a complex sample survey (Lumley, 2004).
Lumley T. (2004), Analysis of Complex Survey Samples. Journal of Statistical Software, 9(8), 1-19.
GJRM-package
, gjrm