vcov.mixl: Calculates the Variance-Covariance Matrix of the mixl summary

In mixl: Simulated Maximum Likelihood Estimation of Mixed Logit Models for Large Datasets

Calculates the Variance-Covariance Matrix of the mixl summary

Description

vcov() is an S3 method for the summary.mixl class, giving the Variance-Covariance Matrix

Usage

## S3 method for class 'mixl'
vcov(object, eigentol = 1e-12, ...)

Arguments

object	The summary to print.
eigentol	The tolerance value.
...	Options to pass to print.

Examples

	data("Train", package="mlogit")
	Train$ID <- Train$id
	Train$CHOICE <- as.numeric(Train$choice)
	    
	mnl_test <- "
	U_A = @B_price * $price_A / 1000 + @B_time * $time_A / 60;
	U_B = @asc + @B_price * $price_B / 1000 + @B_timeB * $time_B / 60;
	"

	model_spec <- mixl::specify_model(mnl_test, Train, disable_multicore=T)

	#only take starting values that are needed
	est <- stats::setNames(c(1, 1,1,1), c("asc", "B_price", "B_time", "B_timeB"))
	availabilities <- mixl::generate_default_availabilities(
		Train, model_spec$num_utility_functions
	)

	model2 <- mixl::estimate(model_spec, est, Train, availabilities = availabilities)
	print(model2)

mixl documentation built on May 29, 2024, 1:31 a.m.