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  • asmixlogit: get standard deviations of latent random effect

    For an assignment I have to replicate an alternative specific mixed logit model.
    In the results there are "standard deviations of latent random effects" which I would like to get as well.
    I know that the writers of the paper that I have to replicate use the NLOGIT software, where this is a common feature.
    I was wondering how to get these in Stata, because I do not have the access to NLOGIT.

    The coefficients that are given are:
    sigma(FSP, PSP)
    sigma(PUP)
    where FSP, PSP and PUP are the different alternatives

    What I currently have is:
    Code:
    Alternative-specific mixed logit               Number of obs      =      4,728
    Case variable: group                           Number of cases    =      1,576
    
    Alternative variable: alternative              Alts per case: min =          3
                                                                  avg =        3.0
                                                                  max =          3
    Integration sequence:          Halton
    Integration points:               200             Wald chi2(11)   =      27.86
    Log simulated likelihood = -1001.5397             Prob > chi2     =     0.0034
    
    ------------------------------------------------------------------------------
          choice |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -------------+----------------------------------------------------------------
    alternative  |
              td |  -.1757887   .0589343    -2.98   0.003    -.2912978   -.0602797
     fee_psp_low |  -5.561322   1.408247    -3.95   0.000    -8.321436   -2.801208
     fee_psp_res |   -4.49735   1.310765    -3.43   0.001    -7.066402   -1.928297
     fee_pup_low |  -4.426862   1.045226    -4.24   0.000    -6.475468   -2.378256
     fee_pup_res |  -4.018524   1.138158    -3.53   0.000    -6.249273   -1.787774
              at |  -.2906797   .1147407    -2.53   0.011    -.5155674    -.065792
             fee |  -9.623643   2.020705    -4.76   0.000    -13.58415   -5.663134
    -------------+----------------------------------------------------------------
    Normal       |
            l(at)|    .437646   .2347714                      .1529337    1.252399
        l(at,fee)|  -3.734065   1.360506    -2.74   0.006    -6.400608   -1.067522
           l(fee)|   1.678245   3.296941                      .0356989    78.89611
    -------------+----------------------------------------------------------------
    FSP          |  (base alternative)
    -------------+----------------------------------------------------------------
    PSP          |
           aveh3 |  -.7510974   .4855068    -1.55   0.122    -1.702673    .2004785
            oint |    1.04135   .5697247     1.83   0.068    -.0752897     2.15799
           _cons |   5.971324   1.513399     3.95   0.000     3.005117    8.937531
    -------------+----------------------------------------------------------------
    PUP          |
           aveh3 |   1.953704   .7913825     2.47   0.014     .4026229    3.504785
            oint |   2.360869   .8781527     2.69   0.007     .6397208    4.082016
           _cons |   10.25829   2.313763     4.43   0.000     5.723401    14.79318
    ------------------------------------------------------------------------------
    LR test vs. fixed parameters: chi2(3) =      63.30        Prob > chi2 = 0.0000
    which I got from running the following command
    Code:
    asmixlogit choice td fee_psp_low fee_psp_res fee_pup_low fee_pup_res, case(group) alternatives(alternative) random(at fee, correlated) corrmetric(cholesky) casevars(aveh3 oint) intmethod(halton) intpoints(200)
Working...
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