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Calculating Standard Deviations for Correlated Random Parameters mnl

Posted: 02 Nov 2020, 05:47
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

Re: Calculating Standard Deviations for Correlated Random Parameters mnl

Posted: 09 Nov 2020, 18:20
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