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 14:03:58

Synthetic data results consraining sig2 to 2.0

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: -2921.42
Final log-likelihood: -2765.29
Likelihood ratio test: 3258.32
Rho-square: 0.370731
Adjusted rho-square: 0.369593
Final gradient norm: 2.2927e-007
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +1.3229391e+000+1.6340805e-001+8.0959240e+000+1.7586377e-001+7.5225225e+000
ASC2 +3.7841243e-001+1.4093969e-001+2.6849246e+000+1.5247970e-001+2.4817234e+000
ASC3 +0.0000000e+000 fixed
BETA -9.6516408e-001+6.5607189e-002-1.4711255e+001+6.9189898e-002-1.3949494e+001
SIGMA1 +2.9092979e+000+2.7367868e-001+1.0630342e+001+2.7592053e-001+1.0543970e+001
SIGMA2 +2.0000000e+000 fixed
SIGMA3 +4.3424078e-001+1.0331619e+000+4.2030275e-001 *+1.1727367e+000+3.7027987e-001 *

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+8.4640144e+000+1.5924257e+000+5.3151709e+000
ASC2_SIGMA2+4.0000000e+000fixed
ASC3_SIGMA3+1.8856505e-001+8.9728203e-001+2.1015138e-001

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC2 SIGMA31.1118781e-0017.6358172e-001-6.0030072e-002*1.4410588e-0018.0587775e-001-5.2981581e-002*
ASC1 SIGMA31.3514728e-0018.0050769e-0019.7911859e-001*1.7216180e-0018.3475669e-0018.6240120e-001*
BETA SIGMA3-5.4432992e-002-8.0304966e-001-1.2879326e+000*-6.8148971e-002-8.3987781e-001-1.1364151e+000*
SIGMA1 SIGMA31.5136818e-0015.3533452e-0012.7011727e+0001.8541727e-0015.7301458e-0012.3809538e+000
ASC1 SIGMA12.4026457e-0025.3724864e-001-6.8552694e+0002.7370913e-0025.6406466e-001-6.9354442e+000
ASC2 BETA-6.8573876e-003-7.4160725e-0016.9030306e+000-8.1953872e-003-7.7680993e-0016.3743170e+000
ASC1 ASC21.8205227e-0027.9047722e-0019.3725690e+0002.2013021e-0028.2090188e-0019.3742536e+000
ASC1 BETA-8.2481773e-003-7.6936623e-0011.0498223e+001-9.7154549e-003-7.9844328e-0019.7435620e+000
ASC2 SIGMA12.2117068e-0025.7339417e-001-1.1258962e+0012.5102993e-0025.9666351e-001-1.1412873e+001
BETA SIGMA1-1.5012905e-002-8.3612719e-001-1.1723038e+001-1.6011265e-002-8.3868509e-001-1.1528793e+001

Smallest singular value of the hessian: 8.9099912e-001