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 13:24:29
Synthetic data results consraining sig2 to 1
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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: | -2847.32 |
Final log-likelihood: | -2768.77 |
Likelihood ratio test: | 3251.35 |
Rho-square: | 0.369939 |
Adjusted rho-square: | 0.368801 |
Final gradient norm: | 2.29395e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.0643157e+000 | +7.7052500e-002 | +1.3812864e+001 | | +7.5264762e-002 | +1.4140956e+001 | | |
ASC2 | +3.8825805e-001 | +6.9052597e-002 | +5.6226423e+000 | | +6.8695884e-002 | +5.6518387e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -7.4077747e-001 | +3.0729001e-002 | -2.4106787e+001 | | +2.9378290e-002 | -2.5215133e+001 | | |
SIGMA1 | +2.0666955e+000 | +1.9703833e-001 | +1.0488800e+001 | | +1.9338378e-001 | +1.0687016e+001 | | |
SIGMA2 | +1.0000000e+000 | fixed |
SIGMA3 | -2.6110271e-002 | +4.8801223e-001 | -5.3503313e-002 | * | +3.3196974e-002 | -7.8652563e-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 | +4.2712304e+000 | +8.1443645e-001 | +5.2443998e+000 | |
ASC2_SIGMA2 | +1.0000000e+000 | fixed | | |
ASC3_SIGMA3 | +6.8174625e-004 | +2.5484263e-002 | +2.6751657e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | -9.7193308e-004 | -2.8842018e-002 | 8.3737594e-001 | * | -1.4202692e-005 | -6.2278973e-003 | 5.4178206e+000 |
BETA | SIGMA3 | 1.0604930e-003 | 7.0717789e-002 | -1.4680766e+000 | * | 6.2575547e-005 | 6.4162259e-002 | -1.6660892e+001 |
ASC1 | SIGMA3 | -1.4827953e-003 | -3.9433357e-002 | 2.1937957e+000 | | 7.0954362e-005 | 2.8398075e-002 | 1.3396953e+001 |
SIGMA1 | SIGMA3 | -4.3367091e-003 | -4.5100243e-002 | 3.9156980e+000 | | -8.9295347e-004 | -1.3909461e-001 | 1.0426919e+001 |
ASC1 | SIGMA1 | 3.1555534e-003 | 2.0784428e-001 | -5.1119158e+000 | | 2.7006152e-003 | 1.8554574e-001 | -5.1652023e+000 |
ASC2 | SIGMA1 | 3.6399305e-003 | 2.6752376e-001 | -8.8079954e+000 | | 3.3462934e-003 | 2.5189135e-001 | -8.9177944e+000 |
ASC1 | ASC2 | 2.6352408e-003 | 4.9528316e-001 | 9.1704203e+000 | | 2.4316325e-003 | 4.7030060e-001 | 9.0988990e+000 |
BETA | SIGMA1 | -4.9108507e-003 | -8.1106860e-001 | -1.2607187e+001 | | -4.6028034e-003 | -8.1016948e-001 | -1.2886186e+001 |
ASC2 | BETA | -6.3907391e-004 | -3.0117758e-001 | 1.3503548e+001 | | -5.5267548e-004 | -2.7385014e-001 | 1.3806188e+001 |
ASC1 | BETA | -8.2366323e-004 | -3.4786802e-001 | 1.9546030e+001 | | -6.9294439e-004 | -3.1338643e-001 | 2.0291225e+001 |
Smallest singular value of the hessian: 4.1966862e+000