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 16:52:20

Synthetic data results consraining sig1

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: -3030.46
Final log-likelihood: -2764.94
Likelihood ratio test: 3259.03
Rho-square: 0.370812
Adjusted rho-square: 0.369674
Final gradient norm: 1.25111e-005
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +1.5603439e+000+1.5668263e-001+9.9586270e+000+1.5574585e-001+1.0018526e+001
ASC2 +4.3903589e-001+1.3741247e-001+3.1950222e+000+1.3665628e-001+3.2127019e+000
ASC3 +0.0000000e+000 fixed
BETA -1.1348778e+000+4.8290876e-002-2.3500874e+001+4.7699838e-002-2.3792068e+001
SIGMA1 +3.5000000e+000 fixed
SIGMA2 +2.5164112e+000+2.4183484e-001+1.0405495e+001+2.3525517e-001+1.0696518e+001
SIGMA3 +9.4862502e-001+4.9993204e-001+1.8975080e+000 *+4.9452826e-001+1.9182423e+000 *

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+1.2250000e+001fixed
ASC2_SIGMA2+6.3323254e+000+1.2171118e+000+5.2027475e+000
ASC3_SIGMA3+8.9988942e-001+9.4849607e-001+9.4875398e-001

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA34.2218006e-0026.1455478e-001-1.1867667e+000*4.1886623e-0026.1980437e-001-1.2029192e+000*
ASC1 SIGMA34.9452025e-0026.3132392e-0011.4598813e+000*4.7998396e-0026.2318807e-0011.4714896e+000*
SIGMA2 SIGMA3-1.4637794e-002-1.2107258e-0012.6979049e+000-1.3221933e-002-1.1364875e-0012.7443973e+000
ASC1 SIGMA28.4233403e-0032.2230264e-001-3.7162300e+0008.8900767e-0032.4263299e-001-3.8451945e+000
BETA SIGMA3-1.2938174e-002-5.3591625e-001-3.9505909e+000-1.2562834e-002-5.3257355e-001-3.9952344e+000
ASC2 SIGMA2-1.1207345e-002-3.3725447e-001-6.5764439e+000-1.0064573e-002-3.1305928e-001-6.7702847e+000
ASC1 ASC21.1506998e-0025.3445979e-0017.8473347e+0001.1405470e-0025.3587943e-0017.9050138e+000
ASC2 BETA-1.5037757e-003-2.2661666e-0011.0112957e+001-1.5308818e-003-2.3485249e-0011.0157035e+001
BETA SIGMA2-6.5823451e-003-5.6363337e-001-1.3424148e+001-6.5009184e-003-5.7932017e-001-1.3739657e+001
ASC1 BETA-4.9351819e-003-6.5225469e-0011.4059021e+001-4.8315413e-003-6.5035773e-0011.4166724e+001

Smallest singular value of the hessian: 3.7089896e+000