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Delta method in Apollo on absolute difference

Ask questions about post-estimation functions (e.g. prediction, conditionals, etc) or other processing of results.
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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.
apollo_deltaMethod(model, deltaMethod_settings)


delta method for t-ratio of diff.PNG
delta method for t-ratio of diff.PNG (80.54 KiB) Viewed 3166 times

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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


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

Stephane Hess

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.


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