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 15:04:05

Synthetic data results consraining sig2 to 35

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: -3085.08
Final log-likelihood: -2764.62
Likelihood ratio test: 3259.66
Rho-square: 0.370884
Adjusted rho-square: 0.369747
Final gradient norm: 2.78222e-007
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +2.0604751e+000+2.2865565e-001+9.0112585e+000+2.2194373e-001+9.2837725e+000
ASC2 +5.8380391e-001+1.9915592e-001+2.9313912e+000+1.9523855e-001+2.9902083e+000
ASC3 +0.0000000e+000 fixed
BETA -1.4970703e+000+9.2391560e-002-1.6203540e+001+8.8408877e-002-1.6933484e+001
SIGMA1 +4.7678859e+000+3.8314215e-001+1.2444170e+001+3.7106975e-001+1.2849029e+001
SIGMA2 +3.5000000e+000 fixed
SIGMA3 +1.6798881e+000+5.4945021e-001+3.0573982e+000+5.3879912e-001+3.1178375e+000

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+2.2732736e+001+3.6535562e+000+6.2220848e+000
ASC2_SIGMA2+1.2250000e+001fixed
ASC3_SIGMA3+2.8220240e+000+1.8460297e+000+1.5286991e+000

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC1 SIGMA39.4457214e-0027.5183901e-0019.3619042e-001*8.8444831e-0027.3960985e-0019.4361561e-001*
ASC2 SIGMA37.7397095e-0027.0729909e-001-2.5362779e+0007.3740430e-0027.0099226e-001-2.5767634e+000
BETA SIGMA3-3.8765022e-002-7.6362369e-001-5.1005505e+000-3.6239089e-002-7.6077200e-001-5.2186662e+000
SIGMA1 SIGMA31.0101137e-0014.7982402e-0016.2175344e+0009.3965148e-0024.6998541e-0016.3024701e+000
ASC2 BETA-1.2711118e-002-6.9080940e-0017.6690832e+000-1.1644981e-002-6.7464820e-0017.9089151e+000
ASC1 SIGMA14.1888201e-0024.7813423e-001-7.9731557e+0003.7385808e-0024.5395033e-001-8.0834382e+000
ASC1 ASC23.3919386e-0027.4485687e-0019.5105537e+0003.1806083e-0027.3400959e-0019.5788947e+000
ASC1 BETA-1.5187023e-002-7.1888337e-0011.1780620e+001-1.3734037e-002-6.9993783e-0011.2235199e+001
ASC2 SIGMA14.0212084e-0025.2699128e-001-1.2849074e+0013.6485073e-0025.0360972e-001-1.3047211e+001
BETA SIGMA1-2.9124777e-002-8.2275470e-001-1.3556077e+001-2.6780312e-002-8.1632708e-001-1.4041570e+001

Smallest singular value of the hessian: 2.4147639e+000