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 15:43:34

Synthetic data results consraining sig1

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: -2838.58
Final log-likelihood: -2793.22
Likelihood ratio test: 3202.47
Rho-square: 0.364377
Adjusted rho-square: 0.363239
Final gradient norm: 3.75623e-006
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +9.2103339e-001+5.7397523e-002+1.6046570e+001+5.7151727e-002+1.6115583e+001
ASC2 +2.9945013e-001+6.0483813e-002+4.9509136e+000+5.7996658e-002+5.1632308e+000
ASC3 +0.0000000e+000 fixed
BETA -5.5340889e-001+2.0228398e-002-2.7358018e+001+1.9447357e-002-2.8456766e+001
SIGMA1 +5.0000000e-001 fixed
SIGMA2 +7.0847573e-001+2.3256502e-001+3.0463556e+000+2.2111064e-001+3.2041685e+000
SIGMA3 -4.5680405e-003+2.0201629e-001-2.2612238e-002 *+3.6157246e-003-1.2633818e+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+2.5000000e-001fixed
ASC2_SIGMA2+5.0193787e-001+3.2953334e-001+1.5231778e+000
ASC3_SIGMA3+2.0866994e-005+1.8456372e-003+1.1306119e-002

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC1 SIGMA24.6005181e-0033.4464280e-0019.6837529e-001*4.6923559e-0033.7132309e-0011.0277782e+000*
ASC2 SIGMA31.3663897e-0041.1182760e-0021.4461390e+000*1.7329673e-0058.2640332e-0025.2588962e+000
ASC2 SIGMA2-5.1063094e-003-3.6301417e-001-1.5690332e+000*-4.5152871e-003-3.5210547e-001-1.6522532e+000*
SIGMA2 SIGMA3-3.9316749e-004-8.3684846e-0032.3051431e+000-2.1781895e-004-2.7245243e-0013.2101304e+000
BETA SIGMA33.9451263e-0059.6541272e-003-2.7058873e+0001.4057366e-0051.9991622e-001-2.8800389e+001
ASC1 SIGMA36.6739387e-0055.7557598e-0034.4140575e+000-1.8381236e-005-8.8950832e-0021.6073356e+001
BETA SIGMA2-3.4716396e-003-7.3795307e-001-5.0909372e+000-3.1696740e-003-7.3713048e-001-5.3512238e+000
ASC1 ASC21.2153859e-0033.5009176e-0019.2434534e+0009.9477054e-0043.0011700e-0019.1247720e+000
ASC2 BETA2.2823847e-0041.8654697e-0011.4192645e+0012.1386574e-0041.8961717e-0011.4814797e+001
ASC1 BETA-5.0760362e-004-4.3718984e-0012.1463904e+001-4.6508727e-004-4.1845090e-0012.1799511e+001

Smallest singular value of the hessian: 1.8108926e+001