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 15:04:05
Synthetic data results consraining sig2 to 35
|
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: | -3085.08 |
Final log-likelihood: | -2764.62 |
Likelihood ratio test: | 3259.66 |
Rho-square: | 0.370884 |
Adjusted rho-square: | 0.369747 |
Final gradient norm: | 2.78222e-007 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +2.0604751e+000 | +2.2865565e-001 | +9.0112585e+000 | | +2.2194373e-001 | +9.2837725e+000 | | |
ASC2 | +5.8380391e-001 | +1.9915592e-001 | +2.9313912e+000 | | +1.9523855e-001 | +2.9902083e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.4970703e+000 | +9.2391560e-002 | -1.6203540e+001 | | +8.8408877e-002 | -1.6933484e+001 | | |
SIGMA1 | +4.7678859e+000 | +3.8314215e-001 | +1.2444170e+001 | | +3.7106975e-001 | +1.2849029e+001 | | |
SIGMA2 | +3.5000000e+000 | fixed |
SIGMA3 | +1.6798881e+000 | +5.4945021e-001 | +3.0573982e+000 | | +5.3879912e-001 | +3.1178375e+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 | +2.2732736e+001 | +3.6535562e+000 | +6.2220848e+000 | |
ASC2_SIGMA2 | +1.2250000e+001 | fixed | | |
ASC3_SIGMA3 | +2.8220240e+000 | +1.8460297e+000 | +1.5286991e+000 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA3 | 9.4457214e-002 | 7.5183901e-001 | 9.3619042e-001 | * | 8.8444831e-002 | 7.3960985e-001 | 9.4361561e-001 | * |
ASC2 | SIGMA3 | 7.7397095e-002 | 7.0729909e-001 | -2.5362779e+000 | | 7.3740430e-002 | 7.0099226e-001 | -2.5767634e+000 |
BETA | SIGMA3 | -3.8765022e-002 | -7.6362369e-001 | -5.1005505e+000 | | -3.6239089e-002 | -7.6077200e-001 | -5.2186662e+000 |
SIGMA1 | SIGMA3 | 1.0101137e-001 | 4.7982402e-001 | 6.2175344e+000 | | 9.3965148e-002 | 4.6998541e-001 | 6.3024701e+000 |
ASC2 | BETA | -1.2711118e-002 | -6.9080940e-001 | 7.6690832e+000 | | -1.1644981e-002 | -6.7464820e-001 | 7.9089151e+000 |
ASC1 | SIGMA1 | 4.1888201e-002 | 4.7813423e-001 | -7.9731557e+000 | | 3.7385808e-002 | 4.5395033e-001 | -8.0834382e+000 |
ASC1 | ASC2 | 3.3919386e-002 | 7.4485687e-001 | 9.5105537e+000 | | 3.1806083e-002 | 7.3400959e-001 | 9.5788947e+000 |
ASC1 | BETA | -1.5187023e-002 | -7.1888337e-001 | 1.1780620e+001 | | -1.3734037e-002 | -6.9993783e-001 | 1.2235199e+001 |
ASC2 | SIGMA1 | 4.0212084e-002 | 5.2699128e-001 | -1.2849074e+001 | | 3.6485073e-002 | 5.0360972e-001 | -1.3047211e+001 |
BETA | SIGMA1 | -2.9124777e-002 | -8.2275470e-001 | -1.3556077e+001 | | -2.6780312e-002 | -8.1632708e-001 | -1.4041570e+001 |
Smallest singular value of the hessian: 2.4147639e+000