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.

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