ApolloChoiceModelling forum

Hi

apologies for the slow reply. Yes, correct on question 1, and no need to dummy code for price.

This could just be a case that your data gives unreasonable results, I can't see anything wrong with the model per se

Stephane

You'll need to be a bit careful here as combineModels is used inside the LC. probably best to work with temporary lists rather than P for RP and SP. You also need to tell it which ones to combine Something like this (look where I have used P_temp and where I have used P You probably need to make som...

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