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Delta method in Apollo on absolute difference

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fayyazkhan
Posts: 4
Joined: 27 Apr 2020, 01:42

Delta method in Apollo on absolute difference

Post by fayyazkhan » 17 Feb 2021, 09:26

Hi Stephane,

I am estimating a model on a dataset, and estimating parameters for gains and losses in travel time (similar to the one in your paper: Asymmetric preference formation in willingness to pay estimates in discrete choice models).

In your paper, you estimated the below t-ratio for the difference by considering the absolute values. Would it possible to estimate this t-ratio in Apollo?

I tried the below delta method, but I believe it does not consider the absolute value.
deltaMethod_settings=list(operation="diff",parName1="bgain",parName2="bloss")
apollo_deltaMethod(model, deltaMethod_settings)


Best,
Fayyaz

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stephanehess
Site Admin
Posts: 558
Joined: 24 Apr 2020, 16:29

Re: Delta method in Apollo on absolute difference

Post by stephanehess » 17 Feb 2021, 09:38

Hi Fayyaz

you can do this easily with the additional setting multPar1 or multPar2

deltaMethod_settings=list(operation="diff",parName1="bgain",parName2="bloss",multPar1=-1)

Check the help file/manual for more details but this should work

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk

fayyazkhan
Posts: 4
Joined: 27 Apr 2020, 01:42

Re: Delta method in Apollo on absolute difference

Post by fayyazkhan » 17 Feb 2021, 09:45

Many thanks for this, Stephane. It works perfectly.

Fayyaz

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