Delta method in Apollo on absolute difference
Posted: 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.
deltaMethod_settings=list(operation="diff",parName1="bgain",parName2="bloss")
apollo_deltaMethod(model, deltaMethod_settings)
Best,
Fayyaz
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.
deltaMethod_settings=list(operation="diff",parName1="bgain",parName2="bloss")
apollo_deltaMethod(model, deltaMethod_settings)
Best,
Fayyaz