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 16:52:20
Synthetic data results consraining sig1
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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: | -3030.46 |
Final log-likelihood: | -2764.94 |
Likelihood ratio test: | 3259.03 |
Rho-square: | 0.370812 |
Adjusted rho-square: | 0.369674 |
Final gradient norm: | 1.25111e-005 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.5603439e+000 | +1.5668263e-001 | +9.9586270e+000 | | +1.5574585e-001 | +1.0018526e+001 | | |
ASC2 | +4.3903589e-001 | +1.3741247e-001 | +3.1950222e+000 | | +1.3665628e-001 | +3.2127019e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.1348778e+000 | +4.8290876e-002 | -2.3500874e+001 | | +4.7699838e-002 | -2.3792068e+001 | | |
SIGMA1 | +3.5000000e+000 | fixed |
SIGMA2 | +2.5164112e+000 | +2.4183484e-001 | +1.0405495e+001 | | +2.3525517e-001 | +1.0696518e+001 | | |
SIGMA3 | +9.4862502e-001 | +4.9993204e-001 | +1.8975080e+000 | * | +4.9452826e-001 | +1.9182423e+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 | +1.2250000e+001 | fixed | | |
ASC2_SIGMA2 | +6.3323254e+000 | +1.2171118e+000 | +5.2027475e+000 | |
ASC3_SIGMA3 | +8.9988942e-001 | +9.4849607e-001 | +9.4875398e-001 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | 4.2218006e-002 | 6.1455478e-001 | -1.1867667e+000 | * | 4.1886623e-002 | 6.1980437e-001 | -1.2029192e+000 | * |
ASC1 | SIGMA3 | 4.9452025e-002 | 6.3132392e-001 | 1.4598813e+000 | * | 4.7998396e-002 | 6.2318807e-001 | 1.4714896e+000 | * |
SIGMA2 | SIGMA3 | -1.4637794e-002 | -1.2107258e-001 | 2.6979049e+000 | | -1.3221933e-002 | -1.1364875e-001 | 2.7443973e+000 |
ASC1 | SIGMA2 | 8.4233403e-003 | 2.2230264e-001 | -3.7162300e+000 | | 8.8900767e-003 | 2.4263299e-001 | -3.8451945e+000 |
BETA | SIGMA3 | -1.2938174e-002 | -5.3591625e-001 | -3.9505909e+000 | | -1.2562834e-002 | -5.3257355e-001 | -3.9952344e+000 |
ASC2 | SIGMA2 | -1.1207345e-002 | -3.3725447e-001 | -6.5764439e+000 | | -1.0064573e-002 | -3.1305928e-001 | -6.7702847e+000 |
ASC1 | ASC2 | 1.1506998e-002 | 5.3445979e-001 | 7.8473347e+000 | | 1.1405470e-002 | 5.3587943e-001 | 7.9050138e+000 |
ASC2 | BETA | -1.5037757e-003 | -2.2661666e-001 | 1.0112957e+001 | | -1.5308818e-003 | -2.3485249e-001 | 1.0157035e+001 |
BETA | SIGMA2 | -6.5823451e-003 | -5.6363337e-001 | -1.3424148e+001 | | -6.5009184e-003 | -5.7932017e-001 | -1.3739657e+001 |
ASC1 | BETA | -4.9351819e-003 | -6.5225469e-001 | 1.4059021e+001 | | -4.8315413e-003 | -6.5035773e-001 | 1.4166724e+001 |
Smallest singular value of the hessian: 3.7089896e+000