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Calculating Standard Deviations for Correlated Random Parameters mnl

Ask questions about post-estimation functions (e.g. prediction, conditionals, etc) or other processing of results.
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Jane
Posts: 5
Joined: 02 Nov 2020, 04:24

Calculating Standard Deviations for Correlated Random Parameters mnl

Post by Jane »

Hi,
I'm sure there is a simple Apollo solution, but I am having trouble finding it, to calculate the standard deviations (and their se) for correlated random parameters in a mixlogit discrete choice model.

Cheers
stephanehess
Site Admin
Posts: 998
Joined: 24 Apr 2020, 16:29

Re: Calculating Standard Deviations for Correlated Random Parameters mnl

Post by stephanehess »

Hi

please have a look at apollo_unconditionals. This will give you the standard deviations. The calculations of standard errors for these have not been implemented yet. You could of course try bootstrapping them

Stephane
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Stephane Hess
www.stephanehess.me.uk
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