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 16:17:45
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: | -2944.87 |
Final log-likelihood: | -2765.76 |
Likelihood ratio test: | 3257.38 |
Rho-square: | 0.370624 |
Adjusted rho-square: | 0.369487 |
Final gradient norm: | 8.72468e-009 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.2086540e+000 | +9.5114965e-002 | +1.2707296e+001 | | +9.2764416e-002 | +1.3029285e+001 | | |
ASC2 | +3.5128401e-001 | +8.5398423e-002 | +4.1134719e+000 | | +8.2840657e-002 | +4.2404784e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -8.6910488e-001 | +3.1725977e-002 | -2.7394110e+001 | | +3.0629912e-002 | -2.8374384e+001 | | |
SIGMA1 | +2.5000000e+000 | fixed |
SIGMA2 | +1.7084412e+000 | +2.0669670e-001 | +8.2654499e+000 | | +1.9906503e-001 | +8.5823271e+000 | | |
SIGMA3 | -1.0805461e-001 | +8.5705048e-001 | -1.2607730e-001 | * | +2.8381217e-001 | -3.8072579e-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 | +6.2500000e+000 | fixed | | |
ASC2_SIGMA2 | +2.9187713e+000 | +7.0625830e-001 | +4.1327250e+000 | |
ASC3_SIGMA3 | +1.1675799e-002 | +1.8521651e-001 | +6.3038650e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | -1.4558330e-002 | -1.9890939e-001 | 5.2314399e-001 | * | -1.6076342e-003 | -6.8377420e-002 | 1.5258214e+000 | * |
BETA | SIGMA3 | 5.4016478e-003 | 1.9865745e-001 | -8.9396929e-001 | * | 3.2880942e-004 | 3.7824003e-002 | -2.6768700e+000 |
ASC1 | SIGMA3 | -1.8012078e-002 | -2.2095741e-001 | 1.4912551e+000 | * | -1.3087189e-003 | -4.9708878e-002 | 4.3464485e+000 |
SIGMA2 | SIGMA3 | 6.3995178e-003 | 3.6124955e-002 | 2.0775764e+000 | | 1.1806987e-003 | 2.0898404e-002 | 5.2921776e+000 |
ASC1 | SIGMA2 | 7.0527436e-003 | 3.5873662e-001 | -2.5752342e+000 | | 7.1951952e-003 | 3.8964239e-001 | -2.7168071e+000 |
ASC2 | SIGMA2 | -5.9397080e-003 | -3.3649740e-001 | -5.4550590e+000 | | -5.1654053e-003 | -3.1323184e-001 | -5.6934892e+000 |
ASC1 | ASC2 | 2.3406346e-003 | 2.8816081e-001 | 7.9404911e+000 | | 1.9769491e-003 | 2.5725898e-001 | 7.9901847e+000 |
BETA | SIGMA2 | -4.7227829e-003 | -7.2019391e-001 | -1.1177640e+001 | | -4.5941739e-003 | -7.5347128e-001 | -1.1555665e+001 |
ASC2 | BETA | 2.8179063e-004 | 1.0400679e-001 | 1.3875362e+001 | | 3.5376998e-004 | 1.3942212e-001 | 1.4490266e+001 |
ASC1 | BETA | -1.5007632e-003 | -4.9733417e-001 | 1.8184779e+001 | | -1.3397366e-003 | -4.7151145e-001 | 1.8793514e+001 |
Smallest singular value of the hessian: 1.3597856e+000