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Confidence intervals of aggregate market shares

Posted: 12 Dec 2022, 17:52
by LucaN
Dear authors,

I would like to compute the confidence intervals of the predicted aggregate market share of a choice, i.e. average of the predicted choice probabilities over all sample.

I was wondering whether it can be done through the delta method function in Apollo and, if yes, how? If you do not recommend the delta method, how would you suggest to compute the confidence intervals for the predicted aggregate market share?

Many thanks for letting us know!
L

Re: Confidence intervals of aggregate market shares

Posted: 02 Feb 2023, 13:12
by stephanehess
Hi,

apologies for the slow reply

Apollo can do this for you easily via using the runs setting in apollo_prediction

Have a look at ?apollo_prediction

Stephane