Sandwich: Calculating standard error of estimate.

View source: R/Sandwich.R

SandwichR Documentation

Calculating standard error of estimate.

Description

Calculating statndard error of model parameters and gamma(no-purchase utility). Internal function that users should not call directly.

Usage

Sandwich(
  eta_wo_k,
  gamma,
  Attr,
  Choice_Set_List,
  Alts_Same_Choice_Set,
  Is_Purchase,
  Base_Prod,
  Num_Prod,
  Num_Attr,
  H,
  cond
)

Arguments

eta_wo_k

numeric, estimated model parameters normalized for baseline product.

gamma

numeric, estimated gamma(no-purchase utility).

Attr

list, a set of data frame in which alternative specific variables.

Choice_Set_List

list, product code included for each choice set.

Alts_Same_Choice_Set

list, for internal calculation, a list of data exposed to the same choice set.

Is_Purchase

list, for internal calculation, list of customers who are exposed to the same choice set who purchased the product. If purchased 1, otherwise 0.

Base_Prod

numeric, the baseline product number

Num_Prod

numeric, the number of all products in observed data.

Num_Attr

numeric, the number of attributes in observed data.

H

matrix, a hessian matrix of the log-likelihood function.

cond

numeric, the value associated with prop, which is the argument of the rmm function. (1-prop)/prop.

Value

a value of standard error of estimate.


RMM documentation built on May 9, 2022, 5:08 p.m.

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