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

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-testRobust 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 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+5.8676253e+000+1.0365706e+000+5.6606132e+000
ASC2_SIGMA2+2.2500000e+000fixed
ASC3_SIGMA3+8.6318934e-003+1.5157164e-001+5.6949263e-002

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA3-1.3992459e-002-2.1345474e-0015.5281019e-001*-1.0253129e-003-6.3897414e-0022.0603706e+000
BETA SIGMA38.9668415e-0033.0574519e-001-9.2229160e-001*7.1658707e-0041.0558574e-001-3.6295556e+000
ASC1 SIGMA3-1.7891655e-002-2.4827309e-0011.4962571e+000*-6.8844160e-004-3.9769777e-0025.5949799e+000
SIGMA1 SIGMA3-3.0732042e-002-1.7608354e-0012.8614943e+000-4.9762769e-003-1.1670271e-0018.1502780e+000
ASC1 SIGMA14.6807836e-0032.4762525e-001-5.9696255e+0003.4114216e-0031.9517950e-001-6.0310937e+000
ASC1 ASC23.5804353e-0035.0430885e-0019.4618659e+0003.0441036e-0034.6281633e-0019.4604627e+000
ASC2 SIGMA15.4305335e-0033.1582862e-001-1.0091617e+0014.4275717e-0032.7327834e-001-1.0226148e+001
ASC2 BETA-1.0552862e-003-3.6523470e-0011.2137516e+001-7.7799762e-004-3.0170171e-0011.2890037e+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-0011.8555562e+001-9.0231770e-004-3.2435319e-0012.0036141e+001

Smallest singular value of the hessian: 1.4972927e+000