fastCUB {FastCUB}

Main function for fast estimation CUB models

Description

Main function to estimate and validate a CUB model for explaining uncertainty and feeling for given ratings, with or without covariates, on the basis of Louis' identity for the information matrix and the derived accelerated estimation.

Usage

fastCUB(Formula, data, ...)

Arguments

Formula

Object of class Formula.

data

Data frame from which model matrices and response variables are taken.

...

Additional arguments to be passed for the specification of the model, including covariates matrices Y, W, X for #' for uncertainty, feeling and shelter, respectively.

Details

This is the main function for CUB models, which calls for the corresponding functions whenever covariates are specified. It performs maximum likelihood estimation via the E-M algorithm for CUB models and extensions based on the Louis'identity for the observed information matrix.

Value

An object of the class "fastCUB": returns a list containing the following results:

estimates

Maximum likelihood estimates: (\pi, \xi)

loglik

Log-likelihood function at the final estimates

varmat

Variance-covariance matrix of final estimates

niter

Number of executed iterations

BIC

BIC index for the estimated model

See Also

probcub00, probcubp0, probcub0q, probcubpq,