fn_se_corr: Calculate the standard error of the correlation

In edsandorf/cmdlR: Choice Modeling in R

Calculate the standard error of the correlation

Description

Calculate the standard error of the correlations between the elments of the variance covariance matrix created from the lower Cholesky decomposition matrix of the random parameters in a mixed logit model.

Usage

fn_se_corr(a, b, L, lambda)

Arguments

a	An integer indicating the row position of the random parameter in the asymptotic variance-covariance matrix
b	An integer indicating the column position of the random parameter in the asymptotic variance-covariance matrix
L	The lower cholesky matrix
lambda	The asymptotic variance covariance matrix

References

http://www.stephanehess.me.uk/software.html Daly, A. J., Hess, S., & de Jong, G., 2012, Calculating errors for measures derived from choice modelling estimates, Transportation Research Part B, 46(2):333-341

edsandorf/cmdlR documentation built on Jan. 17, 2024, 12:33 a.m.