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