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 15:58:46
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: | -2869.45 |
Final log-likelihood: | -2772.95 |
Likelihood ratio test: | 3243 |
Rho-square: | 0.368988 |
Adjusted rho-square: | 0.36785 |
Final gradient norm: | 3.85535e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.0138146e+000 | +7.0931407e-002 | +1.4292887e+001 | | +7.0461337e-002 | +1.4388240e+001 | | |
ASC2 | +3.3980435e-001 | +6.7659920e-002 | +5.0222400e+000 | | +6.5964385e-002 | +5.1513305e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -6.6779397e-001 | +2.4416023e-002 | -2.7350645e+001 | | +2.3921032e-002 | -2.7916604e+001 | | |
SIGMA1 | +1.5000000e+000 | fixed |
SIGMA2 | +9.6840413e-001 | +2.2933139e-001 | +4.2227281e+000 | | +2.2058317e-001 | +4.3901995e+000 | | |
SIGMA3 | -7.9134469e-003 | +2.7613493e-001 | -2.8657899e-002 | * | +8.2139670e-003 | -9.6341353e-001 | * | |
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 | +2.2500000e+000 | fixed | | |
ASC2_SIGMA2 | +9.3780656e-001 | +4.4417094e-001 | +2.1113641e+000 | |
ASC3_SIGMA3 | +6.2622643e-005 | +4.3703583e-003 | +1.4328949e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 5.9334103e-003 | 3.6475588e-001 | 2.1228807e-001 | * | 6.0283554e-003 | 3.8786054e-001 | 2.2273677e-001 | * |
ASC2 | SIGMA3 | 1.5968311e-004 | 8.5468515e-003 | 1.2254757e+000 | * | 3.0424920e-005 | 5.6152225e-002 | 5.2672911e+000 |
BETA | SIGMA3 | 6.2219880e-005 | 9.2285378e-003 | -2.3823457e+000 | | 6.5275622e-006 | 3.3221418e-002 | -2.6360871e+001 |
ASC2 | SIGMA2 | -5.5748153e-003 | -3.5928203e-001 | -2.4049114e+000 | | -5.0353709e-003 | -3.4605854e-001 | -2.5028332e+000 |
SIGMA2 | SIGMA3 | -2.3960976e-004 | -3.7837257e-003 | 2.7149003e+000 | | -1.5684468e-004 | -8.6565422e-002 | 4.4088398e+000 |
ASC1 | SIGMA3 | 6.6778513e-005 | 3.4093911e-003 | 3.5867065e+000 | | 8.6789453e-006 | 1.4995575e-002 | 1.4427919e+001 |
BETA | SIGMA2 | -4.2055709e-003 | -7.5108056e-001 | -6.5924208e+000 | | -4.0304246e-003 | -7.6383318e-001 | -6.8359122e+000 |
ASC1 | ASC2 | 1.4278393e-003 | 2.9751527e-001 | 8.2016952e+000 | | 1.2353072e-003 | 2.6577527e-001 | 8.1463743e+000 |
ASC2 | BETA | 3.0104824e-004 | 1.8223412e-001 | 1.4901795e+001 | | 3.0003390e-004 | 1.9014324e-001 | 1.5324006e+001 |
ASC1 | BETA | -7.9900358e-004 | -4.6135499e-001 | 1.9783064e+001 | | -7.6086117e-004 | -4.5141360e-001 | 2.0015267e+001 |
Smallest singular value of the hessian: 1.3113451e+001