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Custom random parameters in HB

Ask questions about model specifications. Ideally include a mathematical explanation of your proposed model.
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tomas.rossetti
Posts: 18
Joined: 16 Jul 2020, 14:51

Custom random parameters in HB

Post by tomas.rossetti »

Hi,

I'm estimating an HB mixed logit model. I'd like to specify some parameters to follow a distribution that is not one of the ones included in the RSGHB package. I'd specifically like to build a Bernoulli random variable.

In classical estimation, what I would do is define a Normal random error component with sd = 1 and mean to be estimated (let's call it random_err). Then, inside apollo_probabilities or apollo_randcoeff I would specify the Bernoulli variable as bern_param = 1 * (random_err > 0). The mean to be estimated controls the implied probability of the Bernoulli.

I tried to do this but random_err apparently "does not influence the log-likelihood of your model!" I realized the random_err object inside apollo_probabilities in HB estimation is one value, not a vector of draws. I guess that's the source of this issue.

Is there a way around this? Thanks!
stephanehess
Site Admin
Posts: 1002
Joined: 24 Apr 2020, 16:29

Re: Custom random parameters in HB

Post by stephanehess »

Tomas

sorry, HB is just an add-on for Apollo, leveraging RSGHB, and is thus limited by whatever is possible with RSGHB

Stephane
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Stephane Hess
www.stephanehess.me.uk
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