Interpreting sigma sign while estimating a choice model with latent variables (sequential estimation)

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Amin Afshari

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Apr 18, 2024, 2:07:48 AMApr 18
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Dear prof. Bierlaire,
while estimating a choice model with multiple latent variables, I encountered a sigma with a negative sign in my results. I was wondering if this is mathematically correct or maybe there might be a mistake in my model specification. Here is how I specified the sigma for one of the latent variables called TECHGUY (here called sigma_s_tech) : 

sigma_s_tech = Beta('sigma_s_tech', 1, None, None, 0)
error_component_tech = sigma_s_tech * bioDraws('EC3', 'NORMAL_MLHS')

TECHGUY = TECHGUY_coef_intercept + \
  TECHGUY_coef_IAGE5 * IAGE5 + \
  # Plus Other Coefficients +\
          error_component_tech 

Best Regards, 
Amin

Michel Bierlaire

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Apr 18, 2024, 5:58:49 AMApr 18
to aminaf...@gmail.com, Michel Bierlaire, Biogeme
There is no problem. The sign is irrelevant.
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Michel Bierlaire
Transport and Mobility Laboratory
School of Architecture, Civil and Environmental Engineering
EPFL - Ecole Polytechnique Fédérale de Lausanne
http://transp-or.epfl.ch
http://people.epfl.ch/michel.bierlaire

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