fn_se_cov: Calculate the standard error of the covariance

In edsandorf/cmdlR: Choice Modeling in R

Calculate the standard error of the covariance

Description

Calculate the standard errors of the covariance terms in the variance-covariance matrix created from the lower Cholesky decomposition matrix of the random parameters in a mixed logit model.

Usage

fn_se_cov(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.