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 16:07:31
Synthetic data results for W 1-7 1000h (s7_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: | -2903.72 |
Final log-likelihood: | -2767.85 |
Likelihood ratio test: | 3253.2 |
Rho-square: | 0.370149 |
Adjusted rho-square: | 0.369011 |
Final gradient norm: | 3.54192e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.1003199e+000 | +8.1155966e-002 | +1.3558091e+001 | | +8.0808428e-002 | +1.3616401e+001 | | |
ASC2 | +3.4790289e-001 | +7.4733085e-002 | +4.6552726e+000 | | +7.3398982e-002 | +4.7398871e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -7.6082943e-001 | +2.7507068e-002 | -2.7659416e+001 | | +2.7036269e-002 | -2.8141066e+001 | | |
SIGMA1 | +2.0000000e+000 | fixed |
SIGMA2 | +1.3106414e+000 | +2.1155034e-001 | +6.1954114e+000 | | +2.0370123e-001 | +6.4341361e+000 | | |
SIGMA3 | -1.9754662e-002 | +4.1738944e-001 | -4.7329088e-002 | * | +2.4030735e-002 | -8.2205817e-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 | +4.0000000e+000 | fixed | | |
ASC2_SIGMA2 | +1.7177809e+000 | +5.5453329e-001 | +3.0977057e+000 | |
ASC3_SIGMA3 | +3.9024667e-004 | +1.6490775e-002 | +2.3664544e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | -1.1224090e-004 | -3.5982949e-003 | 8.6652067e-001 | * | 7.5091637e-005 | 4.2573023e-002 | 4.8214725e+000 |
ASC1 | SIGMA2 | 6.3716338e-003 | 3.7112193e-001 | -1.0705557e+000 | * | 6.4214325e-003 | 3.9010509e-001 | -1.1213147e+000 | * |
BETA | SIGMA3 | 2.7363455e-004 | 2.3833355e-002 | -1.7744336e+000 | * | -1.0420920e-005 | -1.6039552e-002 | -2.0326104e+001 |
ASC1 | SIGMA3 | -4.0264434e-004 | -1.1886656e-002 | 2.6283453e+000 | | 6.7201413e-005 | 3.4606262e-002 | 1.3413273e+001 |
SIGMA2 | SIGMA3 | -1.2855626e-004 | -1.4559217e-003 | 2.8414257e+000 | | -1.6261447e-004 | -3.3219913e-002 | 6.4612111e+000 |
ASC2 | SIGMA2 | -5.4884724e-003 | -3.4715613e-001 | -3.8879719e+000 | | -4.9090420e-003 | -3.2833189e-001 | -4.0431331e+000 |
ASC1 | ASC2 | 1.6656355e-003 | 2.7462914e-001 | 8.0026012e+000 | | 1.5372770e-003 | 2.5918235e-001 | 8.0013320e+000 |
BETA | SIGMA2 | -4.3463822e-003 | -7.4691276e-001 | -8.8974869e+000 | | -4.1902537e-003 | -7.6085152e-001 | -9.2082964e+000 |
ASC2 | BETA | 3.3738383e-004 | 1.6412210e-001 | 1.4728338e+001 | | 3.2880345e-004 | 1.6569125e-001 | 1.5003757e+001 |
ASC1 | BETA | -1.0483465e-003 | -4.6961297e-001 | 1.9155960e+001 | | -1.0111230e-003 | -4.6280770e-001 | 1.9316667e+001 |
Smallest singular value of the hessian: 5.7397268e+000