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 12:52:07

Synthetic data results consraining sig2 to 0

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: -2831.42
Final log-likelihood: -2774.52
Likelihood ratio test: 3239.86
Rho-square: 0.368631
Adjusted rho-square: 0.367493
Final gradient norm: 2.16902e-007
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +9.7597957e-001+7.0265316e-002+1.3889919e+001+6.8214708e-002+1.4307465e+001
ASC2 +4.1515207e-001+6.0568502e-002+6.8542569e+000+6.0723274e-002+6.8367867e+000
ASC3 +0.0000000e+000 fixed
BETA -6.5996470e-001+2.7456614e-002-2.4036638e+001+2.6086969e-002-2.5298634e+001
SIGMA1 +1.7958268e+000+1.8179082e-001+9.8785340e+000+1.7740014e-001+1.0123029e+001
SIGMA2 +0.0000000e+000 fixed
SIGMA3 -1.8379573e-002+4.1144298e-001-4.4671009e-002 *+1.9786377e-002-9.2890039e-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+3.2249940e+000+6.5292968e-001+4.9392670e+000
ASC2_SIGMA2+0.0000000e+000fixed
ASC3_SIGMA3+3.3780871e-004+1.5124293e-002+2.2335504e-002

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA3-4.2039926e-004-1.6869626e-0021.0399263e+000*-2.4642045e-005-2.0509511e-0026.7475430e+000
BETA SIGMA36.7276394e-0045.9553331e-002-1.5620859e+000*3.5342840e-0056.8471768e-002-2.0275073e+001
ASC1 SIGMA3-8.1161103e-004-2.8073546e-0022.3712498e+0002.4639456e-0051.8255209e-0021.4068739e+001
SIGMA1 SIGMA3-3.0677109e-003-4.1014065e-0023.9734369e+000-4.7390440e-004-1.3501142e-0011.0015734e+001
ASC1 SIGMA12.4895526e-0031.9489843e-001-4.5126996e+0002.1553996e-0031.7811307e-001-4.5965171e+000
ASC2 SIGMA12.5572615e-0032.3225033e-001-7.7666659e+0002.4280607e-0032.2539818e-001-7.9315068e+000
ASC1 ASC22.1795912e-0035.1213824e-0018.6061688e+0001.9847407e-0034.7914898e-0018.4827149e+000
BETA SIGMA1-4.0234749e-003-8.0608781e-001-1.2004675e+001-3.7141087e-003-8.0255907e-001-1.2344003e+001
ASC2 BETA-4.3998897e-004-2.6457450e-0011.4764540e+001-3.7638565e-004-2.3760428e-0011.5024308e+001
ASC1 BETA-6.5174522e-004-3.3782351e-0011.9560861e+001-5.4469537e-004-3.0609203e-0012.0412392e+001

Smallest singular value of the hessian: 5.9041505e+000