Search results

No page title matches

There is no page titled "Covariance".

For more information about searching DDL Wiki, see Help.

Showing below 5 results starting with #1.

Mixed logit
... beta | b,W) </math> is the normal distribution density with mean ''b'' and covariance ''W''. However, it can be applied with different distribution types, such ...

7 KB (1041 words) - 18:46, 11 December 2007
Hierarchical Bayesian estimation
... nal point of view, both methods are useful. For example, for full variance-covariance matrix and normally distributed coefficient, HB method converges much fast ...

6 KB (906 words) - 20:50, 19 December 2007
Endogeneity in choice modeling
... Let <math>\Sigma</math> be an ''M'' × ''M'' matrix representing the covariance of residuals between the equations.

5 KB (818 words) - 01:45, 20 February 2008
Uncertainty in choice modeling
... istribution of the MLE tends to the Gaussian distribution with mean θ and covariance matrix equal to the inverse of the Fisher information matrix[http://en.wik ... ... nce_matrix] is equal to the inverse of the Fisher information matrix. The covariance matrix can be written as<br />

12 KB (1908 words) - 19:25, 18 September 2008
Introduction to random utility discrete choice models
... joint normal distribution]] with [[mean]] vector <math>\theta</math> and [[covariance]] matrix <math>\wedge</math>, this is called the [[probit model]]. The [[p ... ... are taken to be [[independently and identically distributed]]: i.e., the [[covariance]] matrix <math>\wedge</math> is assumed to be diagonal. In this case, Eq.( ...

34 KB (5423 words) - 01:24, 15 March 2010