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 13:07:57

Synthetic data results consraining sig2 to 0.5

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: -2834.16
Final log-likelihood: -2772.54
Likelihood ratio test: 3243.82
Rho-square: 0.369082
Adjusted rho-square: 0.367944
Final gradient norm: 6.84965e-006
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +9.9868740e-001+7.1889186e-002+1.3892039e+001+6.9924161e-002+1.4282437e+001
ASC2 +4.0717841e-001+6.2763428e-002+6.4875107e+000+6.2753842e-002+6.4885017e+000
ASC3 +0.0000000e+000 fixed
BETA -6.8040622e-001+2.8296560e-002-2.4045546e+001+2.6973705e-002-2.5224797e+001
SIGMA1 +1.8588483e+000+1.8629052e-001+9.9782225e+000+1.8231894e-001+1.0195585e+001
SIGMA2 +5.0000000e-001 fixed
SIGMA3 -1.7532084e-002+4.1391132e-001-4.2357101e-002 *+2.0137141e-002-8.7063418e-001 *

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+3.4553170e+000+6.9257165e-001+4.9891113e+000
ASC2_SIGMA2+2.5000000e-001fixed
ASC3_SIGMA3+3.0737396e-004+1.4513456e-002+2.1178550e-002

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA3-3.2483665e-004-1.2504061e-0021.0126185e+000*-7.7721204e-006-6.1503719e-0036.4327238e+000
BETA SIGMA35.8868048e-0045.0261876e-002-1.6032517e+000*4.0960322e-0057.5409307e-002-2.0445405e+001
ASC1 SIGMA3-6.5994503e-004-2.2178741e-0022.4099542e+0003.2782775e-0052.3282018e-0021.4052856e+001
SIGMA1 SIGMA3-2.6207358e-003-3.3987966e-0024.0822895e+000-5.4608093e-004-1.4873987e-0011.0067447e+001
ASC1 SIGMA12.6606168e-0031.9866804e-001-4.6275328e+0002.3000122e-0031.8041435e-001-4.6974890e+000
ASC2 SIGMA12.8422782e-0032.4309116e-001-7.9961667e+0002.6749570e-0032.3380010e-001-8.1369373e+000
ASC1 ASC22.2909463e-0035.0774386e-0018.7929045e+0002.0925266e-0034.7687373e-0018.6814249e+000
BETA SIGMA1-4.2607919e-003-8.0828762e-001-1.2101786e+001-3.9640381e-003-8.0605640e-001-1.2405684e+001
ASC2 BETA-4.8976783e-004-2.7577187e-0011.4380859e+001-4.2137176e-004-2.4893417e-0011.4653844e+001
ASC1 BETA-6.9203655e-004-3.4019806e-0011.9581585e+001-5.8053733e-004-3.0779552e-0012.0394954e+001

Smallest singular value of the hessian: 5.8347131e+000