adjCovSD
can be used to adjust the covariance matrix of a fitted SemiParBIVProbit
, copulaReg
, copulaSampleSel
, SemiParTRIV
object.
adjCovSD(x, design)
A fitted \codeSemiParBIVProbit, copulaReg
, copulaSampleSel
, SemiParTRIV
object as produced by the respective fitting function.
A svydesign
object as produced by svydesign()
from the survey
package.
This function returns a fitted object which is identical to that supplied in adjCovSD
but with adjusted covariance matrix.
This correction may not be appropriate for models fitted using penalties.
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.
SemiParBIVProbit-package
, SemiParBIVProbit
, summary.SemiParBIVProbit
,
SemiParTRIV
, summary.SemiParTRIV
,
copulaReg
, summary.copulaReg
,
copulaSampleSel
, summary.copulaSampleSel