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 15:27:05

Synthetic data results consraining sig2 to 4.0

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: -3136.93
Final log-likelihood: -2764.53
Likelihood ratio test: 3259.84
Rho-square: 0.370905
Adjusted rho-square: 0.369767
Final gradient norm: 9.67066e-007
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +2.3149398e+000+2.5581845e-001+9.0491509e+000+2.4819391e-001+9.3271417e+000
ASC2 +6.5307794e-001+2.2268388e-001+2.9327580e+000+2.1772050e-001+2.9996161e+000
ASC3 +0.0000000e+000 fixed
BETA -1.6829440e+000+1.0290186e-001-1.6354845e+001+9.8288209e-002-1.7122543e+001
SIGMA1 +5.4028836e+000+4.2341518e-001+1.2760250e+001+4.0893705e-001+1.3212018e+001
SIGMA2 +4.0000000e+000 fixed
SIGMA3 +1.9888468e+000+5.8142686e-001+3.4206312e+000+5.6947160e-001+3.4924425e+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+2.9191151e+001+4.5753259e+000+6.3801251e+000
ASC2_SIGMA2+1.6000000e+001fixed
ASC3_SIGMA3+3.9555118e+000+2.3127379e+000+1.7103156e+000

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC1 SIGMA31.1149405e-0017.4959166e-0017.6751730e-001*1.0414765e-0017.3686222e-0017.7377818e-001*
ASC2 SIGMA39.1105997e-0027.0366037e-001-2.9471070e+0008.6297803e-0026.9603060e-001-2.9935793e+000
BETA SIGMA3-4.5496394e-002-7.6042897e-001-5.5377067e+000-4.2400903e-002-7.5753309e-001-5.6740766e+000
SIGMA1 SIGMA31.1583732e-0014.7052965e-0016.3876516e+0001.0704312e-0014.5965315e-0016.4816077e+000
ASC2 BETA-1.5765491e-002-6.8801118e-0017.7138924e+000-1.4345456e-002-6.7036852e-0017.9772001e+000
ASC1 SIGMA15.1002794e-0024.7086420e-001-8.1739157e+0004.5211844e-0024.4545581e-001-8.3002632e+000
ASC1 ASC24.2272519e-0027.4205736e-0019.5179539e+0003.9463713e-0027.3031040e-0019.5827912e+000
ASC1 BETA-1.8845350e-002-7.1589464e-0011.1855144e+001-1.6988122e-002-6.9639049e-0011.2323835e+001
ASC2 SIGMA14.9202468e-0025.2183316e-001-1.3150164e+0014.4249330e-0024.9699372e-001-1.3374001e+001
BETA SIGMA1-3.5680883e-002-8.1892841e-001-1.3863671e+001-3.2619491e-002-8.1155751e-001-1.4400153e+001

Smallest singular value of the hessian: 2.0958370e+000