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 14:22:20

Synthetic data results consraining sig2 to 2.5

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: -2974.43
Final log-likelihood: -2764.94
Likelihood ratio test: 3259.02
Rho-square: 0.370811
Adjusted rho-square: 0.369674
Final gradient norm: 9.60006e-006
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +1.5626990e+000+1.7555382e-001+8.9015382e+000+1.7096177e-001+9.1406343e+000
ASC2 +4.4665013e-001+1.5284298e-001+2.9222809e+000+1.5090606e-001+2.9597892e+000
ASC3 +0.0000000e+000 fixed
BETA -1.1362578e+000+7.1243305e-002-1.5948976e+001+6.8254370e-002-1.6647400e+001
SIGMA1 +3.5165953e+000+3.0380980e-001+1.1574990e+001+2.9503229e-001+1.1919357e+001
SIGMA2 +2.5000000e+000 fixed
SIGMA3 +9.6789512e-001+5.5944607e-001+1.7300955e+000 *+5.4982592e-001+1.7603665e+000 *

Scale parameters

Name Value Std err t-test 1Robust Std err Robust t-test 1
Scale1 +1.0000000e+000 fixed

Utility functions

1Alt1avASC1 [ SIGMA1 ] * one + BETA * x1
2Alt2avASC2 [ SIGMA2 ] * one + BETA * x2
3Alt3avASC3 [ SIGMA3 ] * one + BETA * x3

Variance of random coefficients

NameValueStd errt-testRobust Std errRobust t-test
ASC1_SIGMA1+1.2366442e+001+2.1367522e+000+5.7874948e+000
ASC2_SIGMA2+6.2500000e+000fixed
ASC3_SIGMA3+9.3682096e-001+1.0829702e+000+8.6504774e-001

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA36.1055406e-0027.1403646e-001-1.1261641e+000*5.9020046e-0027.1132430e-001-1.1455489e+000*
ASC1 SIGMA37.4277485e-0027.5629056e-0011.3461234e+000*7.0196056e-0027.4677280e-0011.3604829e+000*
BETA SIGMA3-3.0559412e-002-7.6673044e-001-3.4171011e+000-2.8658610e-002-7.6365896e-001-3.4862377e+000
SIGMA1 SIGMA38.3643831e-0024.9212328e-0015.2244068e+0007.7867093e-0024.8001985e-0015.2730903e+000
ASC1 SIGMA12.6171272e-0024.9069629e-001-7.3443851e+0002.3518455e-0024.6627296e-001-7.4257176e+000
ASC2 BETA-7.5799413e-003-6.9610744e-0017.5810611e+000-7.0362607e-003-6.8313223e-0017.7698318e+000
ASC1 ASC22.0149175e-0027.5093349e-0019.4724163e+0001.9162255e-0027.4274700e-0019.5433920e+000
ASC1 BETA-9.0711239e-003-7.2528176e-0011.1610484e+001-8.2580448e-003-7.0769767e-0011.2021790e+001
ASC2 SIGMA12.4831257e-0025.3475078e-001-1.1949849e+0012.2801497e-0025.1213814e-001-1.2114815e+001
BETA SIGMA1-1.7928826e-002-8.2833501e-001-1.2747129e+001-1.6545493e-002-8.2163644e-001-1.3171129e+001

Smallest singular value of the hessian: 2.6521775e+000