ApolloChoiceModelling forum

Hi David, your response helps a lot, thank you very much. So just to get you right: With my initial code below I can indeed calculate the expected value of the WTP for A2 and A3 and its s.e. - all under the assumption that A2 and A3 are normally distributed random parameters. deltaMethod_settings=li...

Hi David, thank you very much for your advice. As you are mentioning, that out of sample testing does not calculate any measure of fit directly I am wondering if the Rho² in the report of every model can be seen as the main measure of fit then? Or is there any other measure of fit included in apollo...

Hi Stephane, thank you for your input. I´ve already implemented the out of sample testing in my analysis with the result that the model does not seem to be overfitting the data. But does that result of the out of sample test also say anything about how precise the model predicts the choices? Or shou...

When I assume the price parameter to be fixed and the other two parameters being random, can the WTP and its confidence intervalls be computed with the following code or am I missing anything: Do I have to account for the sigma in any way or is it considered when using the delta method code already?...

Hi, in some older literature I´ve seen that researchers investigate how the results for two choice tasks which are excluded from the analysis can be predicted by the choosen model. The result of this investigations is something like "75% of the choices (of the two excluded tasks) can be predict...

Hi Stephane,

I do not know why but now it is working perfectly fine at my computer as well.

Thank you anyhow

Dear all, I do not want my Outliers to be written to the output files. I´ve tried the following code but still the outliers are written to the output files. Can you help me with this? modelOutput_Liste = list(printChange=TRUE, printClassical=TRUE, printCorr=TRUE, printCovar=TRUE, printDataReport=TRU...

Hi Stephane, your information helped a lot. Thank you very much. Bootstrapping is not the answer here. But maybe you don't mean bootstrapping but simulation of the ratio? This is only possible if the inverse moments exist - see http://www.stephanehess.me.uk/papers/jo ... n_2012.pdf It's easy to get ...

Two more things just to be sure: 1. If my cost coefficient is lognormally distributed (the only random coefficient in my model) and the other attributes are dummy coded and therefore fixed coefficients, the WTP can be computed via delta method like b_A2/mu_cost or is there also other approach needed...

Thank you very much for clarifying. So, if I assume my cost coefficient being lognomally distributed and the other coefficients being normally distributed - so all three coefficients being random I have two options: 1. Estimating the model in WTP space to directly get the WTP values 2. Estimating th...