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Assumptions on the distributions of random parameters

Posted: 09 Oct 2020, 17:52
by Chriz
Dear Stephane Hess,

I am using Apollo to fit a mixed logit model. Therefore,
I am assuming a normal distribution for the random parameters. Now I am facing the question whether a test can possibly be carried out in Apollo, whether this assumption can at least not be rejected. Or is it possible to extract residuals for a QQ-Plot?
I would be very grateful for a brief response!


Best Regards

Christian

Re: Assumptions on the distributions of random parameters

Posted: 09 Oct 2020, 20:37
by stephanehess
Christian

I suggest you have a look at at https://doi.org/10.1016/j.econlet.2013.03.050 which is a very easy approach that you can directly implement in Apollo

Stephane