adjCovSD {GJRM}

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)

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.

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).

Value

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

WARNINGS

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

Author(s)

Maintainer: Giampiero Marra [e-mail]

References

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

See Also

GJRM-package, gjrm