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 15:27:05
Synthetic data results consraining sig2 to 4.0
|
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: | -3136.93 |
Final log-likelihood: | -2764.53 |
Likelihood ratio test: | 3259.84 |
Rho-square: | 0.370905 |
Adjusted rho-square: | 0.369767 |
Final gradient norm: | 9.67066e-007 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +2.3149398e+000 | +2.5581845e-001 | +9.0491509e+000 | | +2.4819391e-001 | +9.3271417e+000 | | |
ASC2 | +6.5307794e-001 | +2.2268388e-001 | +2.9327580e+000 | | +2.1772050e-001 | +2.9996161e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.6829440e+000 | +1.0290186e-001 | -1.6354845e+001 | | +9.8288209e-002 | -1.7122543e+001 | | |
SIGMA1 | +5.4028836e+000 | +4.2341518e-001 | +1.2760250e+001 | | +4.0893705e-001 | +1.3212018e+001 | | |
SIGMA2 | +4.0000000e+000 | fixed |
SIGMA3 | +1.9888468e+000 | +5.8142686e-001 | +3.4206312e+000 | | +5.6947160e-001 | +3.4924425e+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 | +2.9191151e+001 | +4.5753259e+000 | +6.3801251e+000 | |
ASC2_SIGMA2 | +1.6000000e+001 | fixed | | |
ASC3_SIGMA3 | +3.9555118e+000 | +2.3127379e+000 | +1.7103156e+000 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA3 | 1.1149405e-001 | 7.4959166e-001 | 7.6751730e-001 | * | 1.0414765e-001 | 7.3686222e-001 | 7.7377818e-001 | * |
ASC2 | SIGMA3 | 9.1105997e-002 | 7.0366037e-001 | -2.9471070e+000 | | 8.6297803e-002 | 6.9603060e-001 | -2.9935793e+000 |
BETA | SIGMA3 | -4.5496394e-002 | -7.6042897e-001 | -5.5377067e+000 | | -4.2400903e-002 | -7.5753309e-001 | -5.6740766e+000 |
SIGMA1 | SIGMA3 | 1.1583732e-001 | 4.7052965e-001 | 6.3876516e+000 | | 1.0704312e-001 | 4.5965315e-001 | 6.4816077e+000 |
ASC2 | BETA | -1.5765491e-002 | -6.8801118e-001 | 7.7138924e+000 | | -1.4345456e-002 | -6.7036852e-001 | 7.9772001e+000 |
ASC1 | SIGMA1 | 5.1002794e-002 | 4.7086420e-001 | -8.1739157e+000 | | 4.5211844e-002 | 4.4545581e-001 | -8.3002632e+000 |
ASC1 | ASC2 | 4.2272519e-002 | 7.4205736e-001 | 9.5179539e+000 | | 3.9463713e-002 | 7.3031040e-001 | 9.5827912e+000 |
ASC1 | BETA | -1.8845350e-002 | -7.1589464e-001 | 1.1855144e+001 | | -1.6988122e-002 | -6.9639049e-001 | 1.2323835e+001 |
ASC2 | SIGMA1 | 4.9202468e-002 | 5.2183316e-001 | -1.3150164e+001 | | 4.4249330e-002 | 4.9699372e-001 | -1.3374001e+001 |
BETA | SIGMA1 | -3.5680883e-002 | -8.1892841e-001 | -1.3863671e+001 | | -3.2619491e-002 | -8.1155751e-001 | -1.4400153e+001 |
Smallest singular value of the hessian: 2.0958370e+000