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
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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-test | | Robust 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 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 | +1.2366442e+001 | +2.1367522e+000 | +5.7874948e+000 | |
ASC2_SIGMA2 | +6.2500000e+000 | fixed | | |
ASC3_SIGMA3 | +9.3682096e-001 | +1.0829702e+000 | +8.6504774e-001 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | 6.1055406e-002 | 7.1403646e-001 | -1.1261641e+000 | * | 5.9020046e-002 | 7.1132430e-001 | -1.1455489e+000 | * |
ASC1 | SIGMA3 | 7.4277485e-002 | 7.5629056e-001 | 1.3461234e+000 | * | 7.0196056e-002 | 7.4677280e-001 | 1.3604829e+000 | * |
BETA | SIGMA3 | -3.0559412e-002 | -7.6673044e-001 | -3.4171011e+000 | | -2.8658610e-002 | -7.6365896e-001 | -3.4862377e+000 |
SIGMA1 | SIGMA3 | 8.3643831e-002 | 4.9212328e-001 | 5.2244068e+000 | | 7.7867093e-002 | 4.8001985e-001 | 5.2730903e+000 |
ASC1 | SIGMA1 | 2.6171272e-002 | 4.9069629e-001 | -7.3443851e+000 | | 2.3518455e-002 | 4.6627296e-001 | -7.4257176e+000 |
ASC2 | BETA | -7.5799413e-003 | -6.9610744e-001 | 7.5810611e+000 | | -7.0362607e-003 | -6.8313223e-001 | 7.7698318e+000 |
ASC1 | ASC2 | 2.0149175e-002 | 7.5093349e-001 | 9.4724163e+000 | | 1.9162255e-002 | 7.4274700e-001 | 9.5433920e+000 |
ASC1 | BETA | -9.0711239e-003 | -7.2528176e-001 | 1.1610484e+001 | | -8.2580448e-003 | -7.0769767e-001 | 1.2021790e+001 |
ASC2 | SIGMA1 | 2.4831257e-002 | 5.3475078e-001 | -1.1949849e+001 | | 2.2801497e-002 | 5.1213814e-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