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 15:43:34
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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: | -2838.58 |
| Final log-likelihood: | -2793.22 |
| Likelihood ratio test: | 3202.47 |
| Rho-square: | 0.364377 |
| Adjusted rho-square: | 0.363239 |
| Final gradient norm: | 3.75623e-006 |
| Variance-covariance: | from finite difference hessian |
Utility parameters
| Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
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ASC1 | +9.2103339e-001 | +5.7397523e-002 | +1.6046570e+001 | | +5.7151727e-002 | +1.6115583e+001 | | |
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ASC2 | +2.9945013e-001 | +6.0483813e-002 | +4.9509136e+000 | | +5.7996658e-002 | +5.1632308e+000 | | |
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ASC3 | +0.0000000e+000 | fixed |
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BETA | -5.5340889e-001 | +2.0228398e-002 | -2.7358018e+001 | | +1.9447357e-002 | -2.8456766e+001 | | |
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SIGMA1 | +5.0000000e-001 | fixed |
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SIGMA2 | +7.0847573e-001 | +2.3256502e-001 | +3.0463556e+000 | | +2.2111064e-001 | +3.2041685e+000 | | |
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SIGMA3 | -4.5680405e-003 | +2.0201629e-001 | -2.2612238e-002 | * | +3.6157246e-003 | -1.2633818e+000 | * | |
Scale parameters
| Name | Value | Std err | t-test 1 | | Robust Std err | Robust t-test 1 | |
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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 |
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ASC1_SIGMA1 | +2.5000000e-001 | fixed | | |
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ASC2_SIGMA2 | +5.0193787e-001 | +3.2953334e-001 | +1.5231778e+000 | |
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ASC3_SIGMA3 | +2.0866994e-005 | +1.8456372e-003 | +1.1306119e-002 | |
Correlation of coefficients
| Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
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ASC1 | SIGMA2 | 4.6005181e-003 | 3.4464280e-001 | 9.6837529e-001 | * | 4.6923559e-003 | 3.7132309e-001 | 1.0277782e+000 | * |
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ASC2 | SIGMA3 | 1.3663897e-004 | 1.1182760e-002 | 1.4461390e+000 | * | 1.7329673e-005 | 8.2640332e-002 | 5.2588962e+000 |
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ASC2 | SIGMA2 | -5.1063094e-003 | -3.6301417e-001 | -1.5690332e+000 | * | -4.5152871e-003 | -3.5210547e-001 | -1.6522532e+000 | * |
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SIGMA2 | SIGMA3 | -3.9316749e-004 | -8.3684846e-003 | 2.3051431e+000 | | -2.1781895e-004 | -2.7245243e-001 | 3.2101304e+000 |
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BETA | SIGMA3 | 3.9451263e-005 | 9.6541272e-003 | -2.7058873e+000 | | 1.4057366e-005 | 1.9991622e-001 | -2.8800389e+001 |
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ASC1 | SIGMA3 | 6.6739387e-005 | 5.7557598e-003 | 4.4140575e+000 | | -1.8381236e-005 | -8.8950832e-002 | 1.6073356e+001 |
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BETA | SIGMA2 | -3.4716396e-003 | -7.3795307e-001 | -5.0909372e+000 | | -3.1696740e-003 | -7.3713048e-001 | -5.3512238e+000 |
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ASC1 | ASC2 | 1.2153859e-003 | 3.5009176e-001 | 9.2434534e+000 | | 9.9477054e-004 | 3.0011700e-001 | 9.1247720e+000 |
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ASC2 | BETA | 2.2823847e-004 | 1.8654697e-001 | 1.4192645e+001 | | 2.1386574e-004 | 1.8961717e-001 | 1.4814797e+001 |
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ASC1 | BETA | -5.0760362e-004 | -4.3718984e-001 | 2.1463904e+001 | | -4.6508727e-004 | -4.1845090e-001 | 2.1799511e+001 |
Smallest singular value of the hessian: 1.8108926e+001