robcat (version 0.2)

vcov.robpolyserial: Obtain estimated asymptotic variance-covariance matrix

Description

Estimate asymptotic variance-covariance matrix of polyserial model.

Usage

# S3 method for robpolyserial
vcov(object, ...)

Value

A numeric matrix, being the estimated asymptotic covariance matrix for the model parameters

Arguments

object

Object of class "robpolyserial" or "polyserial".

...

Additional parameters to be passed down.

Details

Method for classes "robpolyserial" and "polyserial". Returns the estimated asymptotic variance-covariance matrix of a point estimate thetahat. The matrix \(\Sigma\) in the paper (asymptotic variance-covariance matrix of \(\sqrt{N} \hat{\theta}\)) can be obtained via multiplying the returned matrix by the sample size.

Examples

## example data
set.seed(123)
x <- rnorm(n = 100)
y <- sample(c(1,2), size = 100, replace = TRUE)

fit <- polyserial(x,y)
vcov(fit)