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 13:44:29
Synthetic data results consraining sig2 to 1.5
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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: | -2876.98 |
Final log-likelihood: | -2766.2 |
Likelihood ratio test: | 3256.51 |
Rho-square: | 0.370525 |
Adjusted rho-square: | 0.369387 |
Final gradient norm: | 9.83137e-008 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.1669444e+000 | +8.8345805e-002 | +1.3208827e+001 | | +8.4235621e-002 | +1.3853337e+001 | | |
ASC2 | +3.6954780e-001 | +8.0362476e-002 | +4.5985119e+000 | | +7.8082728e-002 | +4.7327727e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -8.3576173e-001 | +3.5953811e-002 | -2.3245428e+001 | | +3.3025205e-002 | -2.5306784e+001 | | |
SIGMA1 | +2.4223182e+000 | +2.1396252e-001 | +1.1321226e+001 | | +2.0749394e-001 | +1.1674164e+001 | | |
SIGMA2 | +1.5000000e+000 | fixed |
SIGMA3 | -9.2907984e-002 | +8.1570839e-001 | -1.1389853e-001 | * | +2.0550300e-001 | -4.5210037e-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 | +5.8676253e+000 | +1.0365706e+000 | +5.6606132e+000 | |
ASC2_SIGMA2 | +2.2500000e+000 | fixed | | |
ASC3_SIGMA3 | +8.6318934e-003 | +1.5157164e-001 | +5.6949263e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | -1.3992459e-002 | -2.1345474e-001 | 5.5281019e-001 | * | -1.0253129e-003 | -6.3897414e-002 | 2.0603706e+000 |
BETA | SIGMA3 | 8.9668415e-003 | 3.0574519e-001 | -9.2229160e-001 | * | 7.1658707e-004 | 1.0558574e-001 | -3.6295556e+000 |
ASC1 | SIGMA3 | -1.7891655e-002 | -2.4827309e-001 | 1.4962571e+000 | * | -6.8844160e-004 | -3.9769777e-002 | 5.5949799e+000 |
SIGMA1 | SIGMA3 | -3.0732042e-002 | -1.7608354e-001 | 2.8614943e+000 | | -4.9762769e-003 | -1.1670271e-001 | 8.1502780e+000 |
ASC1 | SIGMA1 | 4.6807836e-003 | 2.4762525e-001 | -5.9696255e+000 | | 3.4114216e-003 | 1.9517950e-001 | -6.0310937e+000 |
ASC1 | ASC2 | 3.5804353e-003 | 5.0430885e-001 | 9.4618659e+000 | | 3.0441036e-003 | 4.6281633e-001 | 9.4604627e+000 |
ASC2 | SIGMA1 | 5.4305335e-003 | 3.1582862e-001 | -1.0091617e+001 | | 4.4275717e-003 | 2.7327834e-001 | -1.0226148e+001 |
ASC2 | BETA | -1.0552862e-003 | -3.6523470e-001 | 1.2137516e+001 | | -7.7799762e-004 | -3.0170171e-001 | 1.2890037e+001 |
BETA | SIGMA1 | -6.2515923e-003 | -8.1265836e-001 | -1.3348323e+001 | | -5.5563791e-003 | -8.1085076e-001 | -1.3860135e+001 |
ASC1 | BETA | -1.2756392e-003 | -4.0160305e-001 | 1.8555562e+001 | | -9.0231770e-004 | -3.2435319e-001 | 2.0036141e+001 |
Smallest singular value of the hessian: 1.4972927e+000