ApolloChoiceModelling forum

Hi

yes, please send me the data and code outside the forum and I'll have a look

Stephane

David to get standard errors, you would likely need to do sampling from the asymptotic parameter distribution. We've not implemented any code for that. But with lognormals, you can also calculate the moments for the ratio analytically (a ratio of two lognormals is a lognormal) and then you can use t...

Hi

apologies for the slow reply. What you're seeing is caused by using limits in plotting. You're computing the overall density, but then you're plotting it for only a small part of the overall domain, and that's reflected in the shape you're seeing

Stephane

Hi

in that case, you would have missing data for a dependent variable (indicator in hybrid choice), and you would skip those rows for that dependent variable only. See the 'rows' setting

Stephane

Apologies for the slow reply. it would be randcoeff[["b_price"]] = price_mu + price_mu * (unif_draws_a+unif_draws_b)/2 but I would advise against that distribution as the moments of WTP then do not exist. See Daly, A.J., Hess, S. & Train, K.E. (2012), Assuring finite moments for willin...

Hi

yes, this is no problem.

It's not likely to be the cause for your issue. Can you show us the estimates?

Stephane

Hi

apologies for the slow reply

yes, you could possibly do that

Stephane

apologies for the slow reply. This is very code specific, can you provide your code and data outside the forum and we can investigate

Hi

apologies for the slow reply

yes, this difference looks a bit too large to explain. Did you also look at the medians to see if they are reasonable (though we would want the means of course).

You might want to consider other distributions too with shorter tails

Stephane

Hi

apologies for the slow reply.

Can you be more specific? Did you wait until the process has finished?

Stephane