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 12:07:34
Synthetic data results for W 1-3 1000h
|
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: | -2847.32 |
Final log-likelihood: | -2764.87 |
Likelihood ratio test: | 3259.16 |
Rho-square: | 0.370827 |
Adjusted rho-square: | 0.369689 |
Final gradient norm: | 3.10715e-008 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.6430982e+000 | +2.4899335e-001 | +6.5989641e+000 | | +2.5226724e-001 | +6.5133236e+000 | | |
ASC2 | +4.4682800e-001 | +1.1480472e-001 | +3.8920698e+000 | | +1.1369794e-001 | +3.9299570e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.2070458e+000 | +2.0702292e-001 | -5.8304936e+000 | | +2.0911061e-001 | -5.7722841e+000 | | |
SIGMA1 | +3.7792239e+000 | +8.0577507e-001 | +4.6901723e+000 | | +8.1246944e-001 | +4.6515275e+000 | | |
SIGMA2 | +2.7474439e+000 | +7.2171955e-001 | +3.8068026e+000 | | +7.2537731e-001 | +3.7876066e+000 | | |
SIGMA3 | +1.0000000e+000 | fixed |
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 | +1.4282534e+001 | +6.0904089e+000 | +2.3450862e+000 | |
ASC2_SIGMA2 | +7.5484480e+000 | +3.9657680e+000 | +1.9034013e+000 | |
ASC3_SIGMA3 | +1.0000000e+000 | fixed | | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 1.5678075e-001 | 8.7244189e-001 | -2.1280143e+000 | | 1.6069275e-001 | 8.7815559e-001 | -2.1315385e+000 |
ASC2 | SIGMA2 | -1.0940083e-002 | -1.3203601e-001 | -3.0855344e+000 | | -1.0408930e-002 | -1.2620877e-001 | -3.0745543e+000 |
ASC1 | SIGMA1 | 1.7151402e-001 | 8.5486602e-001 | -3.5201365e+000 | | 1.7583662e-001 | 8.5790941e-001 | -3.5019767e+000 |
SIGMA1 | SIGMA2 | 5.4641591e-001 | 9.3959573e-001 | 3.7105564e+000 | | 5.5606477e-001 | 9.4352710e-001 | 3.7890784e+000 |
ASC2 | SIGMA1 | -1.8567691e-003 | -2.0071707e-002 | -4.0828648e+000 | | -2.4943351e-003 | -2.7001953e-002 | -4.0470125e+000 |
BETA | SIGMA2 | -1.4528836e-001 | -9.7239770e-001 | -4.2784022e+000 | | -1.4788999e-001 | -9.7498683e-001 | -4.2502247e+000 |
ASC1 | ASC2 | 2.9976504e-003 | 1.0486570e-001 | 4.5481116e+000 | | 2.9315278e-003 | 1.0220698e-001 | 4.4989439e+000 |
BETA | SIGMA1 | -1.6313609e-001 | -9.7795254e-001 | -4.9410096e+000 | | -1.6630174e-001 | -9.7884449e-001 | -4.8978361e+000 |
ASC1 | BETA | -4.5780156e-002 | -8.8811885e-001 | 6.4309899e+000 | | -4.6977549e-002 | -8.9054000e-001 | 6.3521705e+000 |
ASC2 | BETA | 1.2058736e-003 | 5.0736861e-002 | 7.1418572e+000 | | 1.2840469e-003 | 5.4007274e-002 | 7.1114547e+000 |
Smallest singular value of the hessian: 8.1590645e-001