SemiParBIVProbit (version 3.2-11)

adjCovSD: Adjustment for the covariance matrix of the parameter estimates from a SemiParBIVProbit model fitted to complex survey data.

Description

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

Usage

adjCovSD(object, design)

Arguments

object

A fitted SemiParBIVProbit object as produced by SemiParBIVProbit().

design

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

Value

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

WARNINGS

This correction may not be appropriate for models that require the use of penalties in fitting.

Details

This function has been extracted from the survey package and adapted to the class of bivariate models. It computes the sandwich variance estimator for a bivariate 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

SemiParBIVProbit-package, SemiParBIVProbit, summary.SemiParBIVProbit