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 13:07:57
Synthetic data results consraining sig2 to 0.5
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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: | -2834.16 |
Final log-likelihood: | -2772.54 |
Likelihood ratio test: | 3243.82 |
Rho-square: | 0.369082 |
Adjusted rho-square: | 0.367944 |
Final gradient norm: | 6.84965e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +9.9868740e-001 | +7.1889186e-002 | +1.3892039e+001 | | +6.9924161e-002 | +1.4282437e+001 | | |
ASC2 | +4.0717841e-001 | +6.2763428e-002 | +6.4875107e+000 | | +6.2753842e-002 | +6.4885017e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -6.8040622e-001 | +2.8296560e-002 | -2.4045546e+001 | | +2.6973705e-002 | -2.5224797e+001 | | |
SIGMA1 | +1.8588483e+000 | +1.8629052e-001 | +9.9782225e+000 | | +1.8231894e-001 | +1.0195585e+001 | | |
SIGMA2 | +5.0000000e-001 | fixed |
SIGMA3 | -1.7532084e-002 | +4.1391132e-001 | -4.2357101e-002 | * | +2.0137141e-002 | -8.7063418e-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 |
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ASC1_SIGMA1 | +3.4553170e+000 | +6.9257165e-001 | +4.9891113e+000 | |
ASC2_SIGMA2 | +2.5000000e-001 | fixed | | |
ASC3_SIGMA3 | +3.0737396e-004 | +1.4513456e-002 | +2.1178550e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | -3.2483665e-004 | -1.2504061e-002 | 1.0126185e+000 | * | -7.7721204e-006 | -6.1503719e-003 | 6.4327238e+000 |
BETA | SIGMA3 | 5.8868048e-004 | 5.0261876e-002 | -1.6032517e+000 | * | 4.0960322e-005 | 7.5409307e-002 | -2.0445405e+001 |
ASC1 | SIGMA3 | -6.5994503e-004 | -2.2178741e-002 | 2.4099542e+000 | | 3.2782775e-005 | 2.3282018e-002 | 1.4052856e+001 |
SIGMA1 | SIGMA3 | -2.6207358e-003 | -3.3987966e-002 | 4.0822895e+000 | | -5.4608093e-004 | -1.4873987e-001 | 1.0067447e+001 |
ASC1 | SIGMA1 | 2.6606168e-003 | 1.9866804e-001 | -4.6275328e+000 | | 2.3000122e-003 | 1.8041435e-001 | -4.6974890e+000 |
ASC2 | SIGMA1 | 2.8422782e-003 | 2.4309116e-001 | -7.9961667e+000 | | 2.6749570e-003 | 2.3380010e-001 | -8.1369373e+000 |
ASC1 | ASC2 | 2.2909463e-003 | 5.0774386e-001 | 8.7929045e+000 | | 2.0925266e-003 | 4.7687373e-001 | 8.6814249e+000 |
BETA | SIGMA1 | -4.2607919e-003 | -8.0828762e-001 | -1.2101786e+001 | | -3.9640381e-003 | -8.0605640e-001 | -1.2405684e+001 |
ASC2 | BETA | -4.8976783e-004 | -2.7577187e-001 | 1.4380859e+001 | | -4.2137176e-004 | -2.4893417e-001 | 1.4653844e+001 |
ASC1 | BETA | -6.9203655e-004 | -3.4019806e-001 | 1.9581585e+001 | | -5.8053733e-004 | -3.0779552e-001 | 2.0394954e+001 |
Smallest singular value of the hessian: 5.8347131e+000