BIOGEME Version 1.4 [Mon Dec 12 15:00:43 GMT 2005]
Author: Michel Bierlaire, EPFL (2001-2005)
This file has automatically been generated.
07/27/06 15:32:10
Synthetic data results for W 1-5 1000h
|
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: | -2837.21 |
Final log-likelihood: | -2798.5 |
Likelihood ratio test: | 3191.89 |
Rho-square: | 0.363173 |
Adjusted rho-square: | 0.362035 |
Final gradient norm: | 1.19426e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +9.0994359e-001 | +5.5508876e-002 | +1.6392758e+001 | | +5.5364010e-002 | +1.6435652e+001 | | |
ASC2 | +2.8856844e-001 | +5.9769038e-002 | +4.8280590e+000 | | +5.7129732e-002 | +5.0511078e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -5.3894678e-001 | +1.9605620e-002 | -2.7489403e+001 | | +1.8733911e-002 | -2.8768514e+001 | | |
SIGMA1 | +0.0000000e+000 | fixed |
SIGMA2 | +7.1785381e-001 | +2.1976686e-001 | +3.2664334e+000 | | +2.0774211e-001 | +3.4555045e+000 | | |
SIGMA3 | -5.6620589e-003 | +2.0351181e-001 | -2.7821770e-002 | * | +3.6579424e-003 | -1.5478808e+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 | +0.0000000e+000 | fixed | | |
ASC2_SIGMA2 | +5.1531410e-001 | +3.1552095e-001 | +1.6332167e+000 | |
ASC3_SIGMA3 | +3.2058911e-005 | +2.3045917e-003 | +1.3910885e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 4.1248908e-003 | 3.3813321e-001 | 9.2495359e-001 | * | 4.1830904e-003 | 3.6370156e-001 | 9.8727507e-001 | * |
ASC2 | SIGMA3 | 1.3514026e-004 | 1.1110123e-002 | 1.3913650e+000 | * | 1.6774138e-005 | 8.0267761e-002 | 5.1662029e+000 |
ASC2 | SIGMA2 | -4.7200378e-003 | -3.5934120e-001 | -1.7337275e+000 | * | -4.1077128e-003 | -3.4610935e-001 | -1.8365661e+000 | * |
SIGMA2 | SIGMA3 | -5.0492982e-004 | -1.1289617e-002 | 2.4020721e+000 | | -2.3505511e-004 | -3.0932020e-001 | 3.4634133e+000 |
BETA | SIGMA3 | 5.2294629e-005 | 1.3106505e-002 | -2.6116052e+000 | | 1.5589431e-005 | 2.2749139e-001 | -2.9216757e+001 |
ASC1 | SIGMA3 | 4.2430021e-005 | 3.7559620e-003 | 4.3446149e+000 | | -2.5257441e-005 | -1.2471680e-001 | 1.6368199e+001 |
BETA | SIGMA2 | -3.1473844e-003 | -7.3047778e-001 | -5.3601551e+000 | | -2.8198961e-003 | -7.2456961e-001 | -5.6691180e+000 |
ASC1 | ASC2 | 1.2012542e-003 | 3.6207305e-001 | 9.5302658e+000 | | 9.8889977e-004 | 3.1265296e-001 | 9.4199878e+000 |
ASC2 | BETA | 2.1042686e-004 | 1.7957436e-001 | 1.3916441e+001 | | 1.9046062e-004 | 1.7795679e-001 | 1.4551790e+001 |
ASC1 | BETA | -4.6939125e-004 | -4.3131243e-001 | 2.1831936e+001 | | -4.2481776e-004 | -4.0958749e-001 | 2.2183848e+001 |
Smallest singular value of the hessian: 2.0252569e+001