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
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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: | -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-test | | Robust 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 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 | +3.2249940e+000 | +6.5292968e-001 | +4.9392670e+000 | |
ASC2_SIGMA2 | +0.0000000e+000 | fixed | | |
ASC3_SIGMA3 | +3.3780871e-004 | +1.5124293e-002 | +2.2335504e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | -4.2039926e-004 | -1.6869626e-002 | 1.0399263e+000 | * | -2.4642045e-005 | -2.0509511e-002 | 6.7475430e+000 |
BETA | SIGMA3 | 6.7276394e-004 | 5.9553331e-002 | -1.5620859e+000 | * | 3.5342840e-005 | 6.8471768e-002 | -2.0275073e+001 |
ASC1 | SIGMA3 | -8.1161103e-004 | -2.8073546e-002 | 2.3712498e+000 | | 2.4639456e-005 | 1.8255209e-002 | 1.4068739e+001 |
SIGMA1 | SIGMA3 | -3.0677109e-003 | -4.1014065e-002 | 3.9734369e+000 | | -4.7390440e-004 | -1.3501142e-001 | 1.0015734e+001 |
ASC1 | SIGMA1 | 2.4895526e-003 | 1.9489843e-001 | -4.5126996e+000 | | 2.1553996e-003 | 1.7811307e-001 | -4.5965171e+000 |
ASC2 | SIGMA1 | 2.5572615e-003 | 2.3225033e-001 | -7.7666659e+000 | | 2.4280607e-003 | 2.2539818e-001 | -7.9315068e+000 |
ASC1 | ASC2 | 2.1795912e-003 | 5.1213824e-001 | 8.6061688e+000 | | 1.9847407e-003 | 4.7914898e-001 | 8.4827149e+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-001 | 1.4764540e+001 | | -3.7638565e-004 | -2.3760428e-001 | 1.5024308e+001 |
ASC1 | BETA | -6.5174522e-004 | -3.3782351e-001 | 1.9560861e+001 | | -5.4469537e-004 | -3.0609203e-001 | 2.0412392e+001 |
Smallest singular value of the hessian: 5.9041505e+000