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 16:27:32
Synthetic data results for W 1-9 1000h (s9_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: | -2988.11 |
Final log-likelihood: | -2765.2 |
Likelihood ratio test: | 3258.49 |
Rho-square: | 0.370751 |
Adjusted rho-square: | 0.369613 |
Final gradient norm: | 5.86717e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.3647551e+000 | +1.4110734e-001 | +9.6717518e+000 | | +1.4437899e-001 | +9.4525882e+000 | | |
ASC2 | +3.8141083e-001 | +1.2360839e-001 | +3.0856386e+000 | | +1.2632870e-001 | +3.0191939e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -9.9507074e-001 | +4.2989016e-002 | -2.3147093e+001 | | +4.3344516e-002 | -2.2957247e+001 | | |
SIGMA1 | +3.0000000e+000 | fixed |
SIGMA2 | +2.1174992e+000 | +2.1994433e-001 | +9.6274326e+000 | | +2.1299118e-001 | +9.9417222e+000 | | |
SIGMA3 | +5.2852071e-001 | +7.2939697e-001 | +7.2459955e-001 | * | +7.6387369e-001 | +6.9189543e-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 | +9.0000000e+000 | fixed | | |
ASC2_SIGMA2 | +4.4838028e+000 | +9.3146386e-001 | +4.8137163e+000 | |
ASC3_SIGMA3 | +2.7933415e-001 | +7.7100282e-001 | +3.6229977e-001 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | 5.7552914e-002 | 6.3834492e-001 | -2.2377054e-001 | * | 6.4316464e-002 | 6.6649759e-001 | -2.1439282e-001 | * |
ASC1 | SIGMA3 | 6.7588394e-002 | 6.5668724e-001 | 1.2953524e+000 | * | 7.4420867e-002 | 6.7479083e-001 | 1.2390268e+000 | * |
SIGMA2 | SIGMA3 | -1.9288060e-002 | -1.2022972e-001 | 2.0196805e+000 | | -1.8418738e-002 | -1.1320789e-001 | 1.9474973e+000 | * |
BETA | SIGMA3 | -1.7549480e-002 | -5.5968386e-001 | -2.0198774e+000 | | -1.9332674e-002 | -5.8389696e-001 | -1.9286785e+000 | * |
ASC1 | SIGMA2 | 6.4649238e-003 | 2.0830565e-001 | -3.1993466e+000 | | 6.6162470e-003 | 2.1515235e-001 | -3.2703887e+000 |
ASC2 | SIGMA2 | -9.0205906e-003 | -3.3179837e-001 | -6.0739633e+000 | | -8.2031904e-003 | -3.0487312e-001 | -6.2269576e+000 |
ASC1 | ASC2 | 9.7751133e-003 | 5.6043370e-001 | 7.8629589e+000 | | 1.0691831e-002 | 5.8620036e-001 | 7.9187274e+000 |
ASC2 | BETA | -1.3958052e-003 | -2.6267536e-001 | 9.7530376e+000 | | -1.6734639e-003 | -3.0561886e-001 | 9.4571464e+000 |
BETA | SIGMA2 | -5.1600254e-003 | -5.4573471e-001 | -1.2649838e+001 | | -5.0207220e-003 | -5.4383905e-001 | -1.3004600e+001 |
ASC1 | BETA | -4.0443401e-003 | -6.6671554e-001 | 1.3659104e+001 | | -4.2580056e-003 | -6.8040590e-001 | 1.3351317e+001 |
Smallest singular value of the hessian: 1.8230632e+000