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 13:24:29

Synthetic data results consraining sig2 to 1

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: -2768.77
Likelihood ratio test: 3251.35
Rho-square: 0.369939
Adjusted rho-square: 0.368801
Final gradient norm: 2.29395e-006
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +1.0643157e+000+7.7052500e-002+1.3812864e+001+7.5264762e-002+1.4140956e+001
ASC2 +3.8825805e-001+6.9052597e-002+5.6226423e+000+6.8695884e-002+5.6518387e+000
ASC3 +0.0000000e+000 fixed
BETA -7.4077747e-001+3.0729001e-002-2.4106787e+001+2.9378290e-002-2.5215133e+001
SIGMA1 +2.0666955e+000+1.9703833e-001+1.0488800e+001+1.9338378e-001+1.0687016e+001
SIGMA2 +1.0000000e+000 fixed
SIGMA3 -2.6110271e-002+4.8801223e-001-5.3503313e-002 *+3.3196974e-002-7.8652563e-001 *

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+4.2712304e+000+8.1443645e-001+5.2443998e+000
ASC2_SIGMA2+1.0000000e+000fixed
ASC3_SIGMA3+6.8174625e-004+2.5484263e-002+2.6751657e-002

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA3-9.7193308e-004-2.8842018e-0028.3737594e-001*-1.4202692e-005-6.2278973e-0035.4178206e+000
BETA SIGMA31.0604930e-0037.0717789e-002-1.4680766e+000*6.2575547e-0056.4162259e-002-1.6660892e+001
ASC1 SIGMA3-1.4827953e-003-3.9433357e-0022.1937957e+0007.0954362e-0052.8398075e-0021.3396953e+001
SIGMA1 SIGMA3-4.3367091e-003-4.5100243e-0023.9156980e+000-8.9295347e-004-1.3909461e-0011.0426919e+001
ASC1 SIGMA13.1555534e-0032.0784428e-001-5.1119158e+0002.7006152e-0031.8554574e-001-5.1652023e+000
ASC2 SIGMA13.6399305e-0032.6752376e-001-8.8079954e+0003.3462934e-0032.5189135e-001-8.9177944e+000
ASC1 ASC22.6352408e-0034.9528316e-0019.1704203e+0002.4316325e-0034.7030060e-0019.0988990e+000
BETA SIGMA1-4.9108507e-003-8.1106860e-001-1.2607187e+001-4.6028034e-003-8.1016948e-001-1.2886186e+001
ASC2 BETA-6.3907391e-004-3.0117758e-0011.3503548e+001-5.5267548e-004-2.7385014e-0011.3806188e+001
ASC1 BETA-8.2366323e-004-3.4786802e-0011.9546030e+001-6.9294439e-004-3.1338643e-0012.0291225e+001

Smallest singular value of the hessian: 4.1966862e+000