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 14:41:12
Synthetic data results consraining sig2 to 3.0
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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: | -3030.24 |
Final log-likelihood: | -2764.74 |
Likelihood ratio test: | 3259.41 |
Rho-square: | 0.370856 |
Adjusted rho-square: | 0.369718 |
Final gradient norm: | 1.19826e-010 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.8089541e+000 | +2.0164276e-001 | +8.9710840e+000 | | +1.9577008e-001 | +9.2401974e+000 | | |
ASC2 | +5.1475527e-001 | +1.7568249e-001 | +2.9300317e+000 | | +1.7264883e-001 | +2.9815160e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.3142366e+000 | +8.1762942e-002 | -1.6073744e+001 | | +7.8270759e-002 | -1.6790902e+001 | | |
SIGMA1 | +4.1377655e+000 | +3.4305727e-001 | +1.2061442e+001 | | +3.3288791e-001 | +1.2429906e+001 | | |
SIGMA2 | +3.0000000e+000 | fixed |
SIGMA3 | +1.3463495e+000 | +5.3245512e-001 | +2.5285690e+000 | | +5.2192544e-001 | +2.5795821e+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 | +1.7121104e+001 | +2.8389811e+000 | +6.0307212e+000 | |
ASC2_SIGMA2 | +9.0000000e+000 | fixed | | |
ASC3_SIGMA3 | +1.8126570e+000 | +1.4337414e+000 | +1.2642845e+000 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA3 | 8.0914632e-002 | 7.5363562e-001 | 1.1481497e+000 | * | 7.5795128e-002 | 7.4179946e-001 | 1.1596255e+000 | * |
ASC2 | SIGMA3 | 6.6445913e-002 | 7.1032449e-001 | -1.9520725e+000 | * | 6.3530612e-002 | 7.0503539e-001 | -1.9870245e+000 |
BETA | SIGMA3 | -3.3328586e-002 | -7.6555671e-001 | -4.4538336e+000 | | -3.1134518e-002 | -7.6213890e-001 | -4.5574988e+000 |
SIGMA1 | SIGMA3 | 8.8974769e-002 | 4.8709898e-001 | 5.9078783e+000 | | 8.2811558e-002 | 4.7663340e-001 | 5.9840843e+000 |
ASC2 | BETA | -9.9563764e-003 | -6.9313260e-001 | 7.6299273e+000 | | -9.1622333e-003 | -6.7801320e-001 | 7.8519639e+000 |
ASC1 | SIGMA1 | 3.3518418e-002 | 4.8454514e-001 | -7.7067656e+000 | | 3.0004629e-002 | 4.6040914e-001 | -7.8004539e+000 |
ASC1 | ASC2 | 2.6477766e-002 | 7.4742950e-001 | 9.4975448e+000 | | 2.4920084e-002 | 7.3729203e-001 | 9.5687254e+000 |
ASC1 | BETA | -1.1896868e-002 | -7.2159495e-001 | 1.1709693e+001 | | -1.0768278e-002 | -7.0274926e-001 | 1.2158036e+001 |
ASC2 | SIGMA1 | 3.2014722e-002 | 5.3119580e-001 | -1.2461825e+001 | | 2.9215087e-002 | 5.0832973e-001 | -1.2637329e+001 |
BETA | SIGMA1 | -2.3168788e-002 | -8.2600026e-001 | -1.3195480e+001 | | -2.1362400e-002 | -8.1988414e-001 | -1.3644277e+001 |
Smallest singular value of the hessian: 2.6989200e+000