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 16:46:45
Synthetic data results for W 1-10 1000h (s10_1000h.mod)
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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: | -3070.4 |
Final log-likelihood: | -2764.77 |
Likelihood ratio test: | 3259.35 |
Rho-square: | 0.370849 |
Adjusted rho-square: | 0.369711 |
Final gradient norm: | 1.13838e-008 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.7575356e+000 | +1.7575377e-001 | +9.9999878e+000 | | +1.7401650e-001 | +1.0099821e+001 | | |
ASC2 | +4.9493191e-001 | +1.5424309e-001 | +3.2087785e+000 | | +1.5293467e-001 | +3.2362309e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.2772365e+000 | +5.4251504e-002 | -2.3542877e+001 | | +5.3420697e-002 | -2.3909020e+001 | | |
SIGMA1 | +4.0000000e+000 | fixed |
SIGMA2 | +2.9133721e+000 | +2.6464714e-001 | +1.1008515e+001 | | +2.5808774e-001 | +1.1288301e+001 | | |
SIGMA3 | +1.2623870e+000 | +4.7299368e-001 | +2.6689300e+000 | | +4.6654197e-001 | +2.7058381e+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 | +1.6000000e+001 | fixed | | |
ASC2_SIGMA2 | +8.4877369e+000 | +1.5420311e+000 | +5.5042577e+000 | |
ASC3_SIGMA3 | +1.5936210e+000 | +1.1942022e+000 | +1.3344650e+000 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA3 | 5.2194079e-002 | 6.2785772e-001 | 1.2775134e+000 | * | 4.9932451e-002 | 6.1503770e-001 | 1.2867372e+000 | * |
ASC2 | SIGMA3 | 4.4756022e-002 | 6.1346589e-001 | -1.9307312e+000 | * | 4.3999382e-002 | 6.1666586e-001 | -1.9617062e+000 |
SIGMA2 | SIGMA3 | -1.6061188e-002 | -1.2830841e-001 | 2.8920910e+000 | | -1.5401211e-002 | -1.2790772e-001 | 2.9412875e+000 |
ASC1 | SIGMA2 | 1.0268716e-002 | 2.2077214e-001 | -4.0765730e+000 | | 1.0737325e-002 | 2.3907727e-001 | -4.2088514e+000 |
BETA | SIGMA3 | -1.3648070e-002 | -5.3186834e-001 | -5.0394674e+000 | | -1.3029605e-002 | -5.2279448e-001 | -5.1144078e+000 |
ASC2 | SIGMA2 | -1.3925873e-002 | -3.4115326e-001 | -6.9330502e+000 | | -1.2643209e-002 | -3.2031995e-001 | -7.1227793e+000 |
ASC1 | ASC2 | 1.4402806e-002 | 5.3129622e-001 | 7.8492708e+000 | | 1.4100993e-002 | 5.2985045e-001 | 7.9115769e+000 |
ASC2 | BETA | -1.8554526e-003 | -2.2173404e-001 | 1.0156558e+001 | | -1.8410319e-003 | -2.2534390e-001 | 1.0244459e+001 |
BETA | SIGMA2 | -8.0955742e-003 | -5.6385661e-001 | -1.4033360e+001 | | -7.9782998e-003 | -5.7867328e-001 | -1.4338318e+001 |
ASC1 | BETA | -6.1985653e-003 | -6.5009188e-001 | 1.4114495e+001 | | -6.0034626e-003 | -6.4580564e-001 | 1.4283465e+001 |
Smallest singular value of the hessian: 4.0159228e+000