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GJRM (version 0.2-6.5)

adjCovSD: Adjustment for the covariance matrix from a gjrm model fitted to complex survey data.

Description

adjCovSD can be used to adjust the covariance matrix of a fitted gjrm object.

Usage

adjCovSD(x, design)

Value

This function returns a fitted object which is identical to that supplied in adjCovSD but with adjusted covariance matrix.

Arguments

x

A fitted gjrm object as produced by the respective fitting function.

design

A svydesign object as produced by svydesign() from the survey package.

WARNINGS

This correction may not be appropriate for models fitted using penalties.

Author

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

Details

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).

References

Lumley T. (2004), Analysis of Complex Survey Samples. Journal of Statistical Software, 9(8), 1-19.

See Also

GJRM-package, gjrm