BIOGEME Version 1.4 [Sat Dec 17 12:19:10 GMT 2005]
Author: Michel Bierlaire, EPFL (2001-2005)
This file has automatically been generated.
07/30/06 17:11:55
Model: | Mixed Multinomial Logit |
Number of Halton draws: | 1000 |
Number of estimated parameters: | 5 |
Number of observations: | 4000 |
Number of individuals: | 4000 |
Null log-likelihood: | -4394.45 |
Init log-likelihood: | -2823.35 |
Final log-likelihood: | -2765.13 |
Likelihood ratio test: | 3258.64 |
Rho-square: | 0.370767 |
Adjusted rho-square: | 0.36963 |
Final gradient norm: | 4.00308e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.4250654e+000 | +2.1643137e-001 | +6.5843755e+000 | | +2.1453370e-001 | +6.6426181e+000 | | |
ASC2 | +3.7827691e-001 | +1.0028835e-001 | +3.7718930e+000 | | +9.9469313e-002 | +3.8029509e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.0549254e+000 | +1.7841006e-001 | -5.9129255e+000 | | +1.7579950e-001 | -6.0007302e+000 | | |
SIGMA1 | +3.2498131e+000 | +7.0847477e-001 | +4.5870555e+000 | | +6.9858953e-001 | +4.6519636e+000 | | |
SIGMA2 | +2.3293811e+000 | +6.3964995e-001 | +3.6416498e+000 | | +6.2596902e-001 | +3.7212402e+000 | | |
SIGMA3 | +5.0000000e-001 | fixed |
Scale parameters
Name | Value | Std err | t-test 1 | | Robust Std err | Robust t-test 1 | |
Scale1 | +1.0000000e+000 | fixed |
Utility functions
1 | Alt1 | av | ASC1 [ SIGMA1 ] * one + BETA * x1 |
2 | Alt2 | av | ASC2 [ SIGMA2 ] * one + BETA * x2 |
3 | Alt3 | av | ASC3 [ SIGMA3 ] * one + BETA * x3 |
Variance of random coefficients
Name | Value | Std err | t-test | Robust Std err | Robust t-test |
---|
ASC1_SIGMA1 | +1.0561285e+001 | +4.6048211e+000 | +2.2935277e+000 | |
ASC2_SIGMA2 | +5.4260163e+000 | +2.9799770e+000 | +1.8208249e+000 | |
ASC3_SIGMA3 | +2.5000000e-001 | fixed | | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 1.2049449e-001 | 8.7037140e-001 | -1.9502718e+000 | * | 1.1686372e-001 | 8.7022458e-001 | -2.0015289e+000 |
ASC2 | SIGMA2 | -7.2692836e-003 | -1.1331796e-001 | -2.9625216e+000 | | -6.8382771e-003 | -1.0982589e-001 | -3.0272137e+000 |
ASC1 | SIGMA1 | 1.3088307e-001 | 8.5356944e-001 | -3.4060584e+000 | | 1.2737316e-001 | 8.4988533e-001 | -3.4527322e+000 |
SIGMA1 | SIGMA2 | 4.2520838e-001 | 9.3828561e-001 | 3.7367863e+000 | | 4.1088873e-001 | 9.3961366e-001 | 3.8190198e+000 |
ASC2 | SIGMA1 | 8.4371817e-006 | 1.1874697e-004 | -4.0131824e+000 | | -4.8366368e-004 | -6.9603692e-003 | -4.0654854e+000 |
BETA | SIGMA2 | -1.1085132e-001 | -9.7135766e-001 | -4.1573459e+000 | | -1.0705157e-001 | -9.7279778e-001 | -4.2408463e+000 |
ASC1 | ASC2 | 2.6776480e-003 | 1.2336240e-001 | 4.6106876e+000 | | 2.6587204e-003 | 1.2459139e-001 | 4.6534777e+000 |
BETA | SIGMA1 | -1.2355925e-001 | -9.7753324e-001 | -4.8713932e+000 | | -1.2004131e-001 | -9.7744204e-001 | -4.9410752e+000 |
ASC1 | BETA | -3.4256149e-002 | -8.8715397e-001 | 6.4642526e+000 | | -3.3347570e-002 | -8.8420107e-001 | 6.5438687e+000 |
ASC2 | BETA | 5.3104611e-004 | 2.9679900e-002 | 7.0931655e+000 | | 5.8700325e-004 | 3.3568640e-002 | 7.1997854e+000 |
Smallest singular value of the hessian: 1.0516747e+000