GJRM: adjCovSD – R documentation

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GJRM

adjCovSD

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 giampiero.marra@ucl.ac.uk

References

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