BIOGEME Version 1.4 [Mon Dec 12 15:00:43 GMT 2005]
Author: Michel Bierlaire, EPFL (2001-2005)
This file has automatically been generated.
07/27/06 13:06:55
Synthetic data results for W 1-8 1000h (s8_1000h.mod)
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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: | -2970.8 |
Final log-likelihood: | -2765.27 |
Likelihood ratio test: | 3258.35 |
Rho-square: | 0.370735 |
Adjusted rho-square: | 0.369597 |
Final gradient norm: | 3.18944e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.2980553e+000 | +1.2230193e-001 | +1.0613531e+001 | | +1.1706200e-001 | +1.1088614e+001 | | |
ASC2 | +3.6697186e-001 | +1.0764592e-001 | +3.4090642e+000 | | +1.0369900e-001 | +3.5388177e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -9.4352389e-001 | +3.8599084e-002 | -2.4444204e+001 | | +3.6750729e-002 | -2.5673610e+001 | | |
SIGMA1 | +2.8000000e+000 | fixed |
SIGMA2 | +1.9504091e+000 | +2.1334052e-001 | +9.1422349e+000 | | +2.0556055e-001 | +9.4882464e+000 | | |
SIGMA3 | -4.0915372e-001 | +7.2334727e-001 | -5.6563941e-001 | * | +6.3247442e-001 | -6.4690952e-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 | +7.8399997e+000 | fixed | | |
ASC2_SIGMA2 | +3.8040958e+000 | +8.3220260e-001 | +4.5711174e+000 | |
ASC3_SIGMA3 | +1.6740677e-001 | +5.9192045e-001 | +2.8281970e-001 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
BETA | SIGMA3 | 1.3680540e-002 | 4.8998119e-001 | -7.5771650e-001 | * | 1.0007740e-002 | 4.3055347e-001 | -8.6531691e-001 | * |
ASC2 | SIGMA3 | -4.2267792e-002 | -5.4283162e-001 | 9.8619399e-001 | * | -3.3238188e-002 | -5.0678039e-001 | 1.1234592e+000 | * |
ASC1 | SIGMA3 | -5.0265631e-002 | -5.6818660e-001 | 2.1361481e+000 | | -3.7739431e-002 | -5.0972558e-001 | 2.4408478e+000 |
ASC1 | SIGMA2 | 6.4434625e-003 | 2.4695206e-001 | -2.9905295e+000 | | 6.7729918e-003 | 2.8146528e-001 | -3.1676369e+000 |
SIGMA2 | SIGMA3 | 1.6824710e-002 | 1.0902532e-001 | 3.2256385e+000 | | 1.3769787e-002 | 1.0591183e-001 | 3.6639022e+000 |
ASC2 | SIGMA2 | -7.7862848e-003 | -3.3904657e-001 | -5.8736784e+000 | | -6.8143303e-003 | -3.1967512e-001 | -6.1339781e+000 |
ASC1 | ASC2 | 6.3215321e-003 | 4.8016606e-001 | 7.8966818e+000 | | 5.4045629e-003 | 4.4521527e-001 | 7.9699609e+000 |
ASC2 | BETA | -6.5180575e-004 | -1.5687134e-001 | 1.0927955e+001 | | -4.2161563e-004 | -1.1063083e-001 | 1.1517163e+001 |
BETA | SIGMA2 | -4.8576161e-003 | -5.8989245e-001 | -1.2151309e+001 | | -4.7660861e-003 | -6.3089365e-001 | -1.2554117e+001 |
ASC1 | BETA | -2.9190764e-003 | -6.1835112e-001 | 1.5015505e+001 | | -2.5233419e-003 | -5.8653533e-001 | 1.5810561e+001 |
Smallest singular value of the hessian: 1.8775380e+000