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

fn_se_var(a, L, lambda)



An integer indicating the row position of the random parameter in the asymptotic variance-covariance matrix


The lower cholesky matrix


The asymptotic variance covariance matrix

References 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