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 15:15:08
Synthetic data results for W 1-4 1000h
|
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: | -2948.36 |
Final log-likelihood: | -2764.51 |
Likelihood ratio test: | 3259.87 |
Rho-square: | 0.370908 |
Adjusted rho-square: | 0.36977 |
Final gradient norm: | 8.35691e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +2.3699725e+000 | +3.7021230e-001 | +6.4016579e+000 | | +3.8541152e-001 | +6.1492000e+000 | | |
ASC2 | +6.5261207e-001 | +1.6413744e-001 | +3.9760099e+000 | | +1.6178980e-001 | +4.0337035e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.7324699e+000 | +3.1248381e-001 | -5.5441910e+000 | | +3.2595708e-001 | -5.3150247e+000 | | |
SIGMA1 | +5.5817190e+000 | +1.1761306e+000 | +4.7458328e+000 | | +1.2203143e+000 | +4.5740010e+000 | | |
SIGMA2 | +4.1627140e+000 | +1.0256460e+000 | +4.0586266e+000 | | +1.0655677e+000 | +3.9065694e+000 | | |
SIGMA3 | +2.0000000e+000 | fixed |
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 | +3.1155587e+001 | +1.3129661e+001 | +2.3729164e+000 | |
ASC2_SIGMA2 | +1.7328188e+001 | +8.5389418e+000 | +2.0293133e+000 | |
ASC3_SIGMA3 | +4.0000000e+000 | fixed | | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 3.3508933e-001 | 8.8249503e-001 | -2.4888911e+000 | | 3.6717449e-001 | 8.9406022e-001 | -2.4181511e+000 |
ASC2 | SIGMA2 | -2.0162306e-002 | -1.1976642e-001 | -3.3178970e+000 | | -1.7756178e-002 | -1.0299528e-001 | -3.2081184e+000 |
SIGMA1 | SIGMA2 | 1.1410199e+000 | 9.4588908e-001 | 3.6254723e+000 | | 1.2390398e+000 | 9.5286745e-001 | 3.7070842e+000 |
ASC1 | SIGMA1 | 3.7697966e-001 | 8.6578795e-001 | -3.6687567e+000 | | 4.1202893e-001 | 8.7605485e-001 | -3.5605911e+000 |
ASC2 | SIGMA1 | -2.7592944e-003 | -1.4293378e-002 | -4.1426292e+000 | | -2.7336050e-003 | -1.3845636e-002 | -3.9969685e+000 |
ASC1 | ASC2 | 6.4402844e-003 | 1.0598553e-001 | 4.4177773e+000 | | 6.6460865e-003 | 1.0658355e-001 | 4.2743982e+000 |
BETA | SIGMA2 | -3.1269081e-001 | -9.7564115e-001 | -4.4248744e+000 | | -3.4020790e-001 | -9.7949662e-001 | -4.2521597e+000 |
BETA | SIGMA1 | -3.6017987e-001 | -9.8002326e-001 | -4.9297812e+000 | | -3.9062158e-001 | -9.8202851e-001 | -4.7444165e+000 |
ASC1 | BETA | -1.0367673e-001 | -8.9619586e-001 | 6.1702603e+000 | | -1.1358169e-001 | -9.0411408e-001 | 5.9093532e+000 |
ASC2 | BETA | 2.2574057e-003 | 4.4012339e-002 | 6.8830620e+000 | | 2.0684476e-003 | 3.9222293e-002 | 6.6590440e+000 |
Smallest singular value of the hessian: 3.8826488e-001