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 17:58:24
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: | -3013.69 |
Final log-likelihood: | -2764.41 |
Likelihood ratio test: | 3260.07 |
Rho-square: | 0.37093 |
Adjusted rho-square: | 0.369793 |
Final gradient norm: | 5.37897e-008 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +2.8107419e+000 | +4.4276849e-001 | +6.3481073e+000 | | +4.5966586e-001 | +6.1147501e+000 | | |
ASC2 | +7.7305981e-001 | +1.9434681e-001 | +3.9777336e+000 | | +1.9125203e-001 | +4.0420999e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -2.0554363e+000 | +3.7488039e-001 | -5.4829122e+000 | | +3.9011705e-001 | -5.2687681e+000 | | |
SIGMA1 | +6.6740691e+000 | +1.3992223e+000 | +4.7698418e+000 | | +1.4477494e+000 | +4.6099615e+000 | | |
SIGMA2 | +5.0141482e+000 | +1.2065922e+000 | +4.1556278e+000 | | +1.2501286e+000 | +4.0109058e+000 | | |
SIGMA3 | +2.5000000e+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 | +4.4543198e+001 | +1.8677013e+001 | +2.3849209e+000 | |
ASC2_SIGMA2 | +2.5141682e+001 | +1.2100064e+001 | +2.0778139e+000 | |
ASC3_SIGMA3 | +6.2500000e+000 | fixed | | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 4.7262960e-001 | 8.8467487e-001 | -2.6211541e+000 | | 5.1453018e-001 | 8.9539343e-001 | -2.5527056e+000 |
ASC2 | SIGMA2 | -2.4502315e-002 | -1.0448867e-001 | -3.4146407e+000 | | -1.9549232e-002 | -8.1765284e-002 | -3.3132518e+000 |
SIGMA1 | SIGMA2 | 1.5997094e+000 | 9.4753194e-001 | 3.5859786e+000 | | 1.7271662e+000 | 9.5430244e-001 | 3.6709225e+000 |
ASC1 | SIGMA1 | 5.3810688e-001 | 8.6857059e-001 | -3.7215338e+000 | | 5.8433571e-001 | 8.7806523e-001 | -3.6205618e+000 |
ASC2 | SIGMA1 | -1.2477314e-004 | -4.5883547e-004 | -4.1769865e+000 | | 1.6237659e-003 | 5.8644052e-003 | -4.0439617e+000 |
ASC1 | ASC2 | 1.0122511e-002 | 1.1763435e-001 | 4.4092702e+000 | | 1.0923658e-002 | 1.2425669e-001 | 4.2860810e+000 |
BETA | SIGMA2 | -4.4163677e-001 | -9.7636453e-001 | -4.4894860e+000 | | -4.7799757e-001 | -9.8011281e-001 | -4.3256989e+000 |
BETA | SIGMA1 | -5.1432370e-001 | -9.8052144e-001 | -4.9365699e+000 | | -5.5485962e-001 | -9.8241457e-001 | -4.7638324e+000 |
ASC1 | BETA | -1.4908083e-001 | -8.9815725e-001 | 6.1078697e+000 | | -1.6235108e-001 | -9.0535313e-001 | 5.8659051e+000 |
ASC2 | BETA | 2.1587937e-003 | 2.9630639e-002 | 6.7810264e+000 | | 1.4301651e-003 | 1.9168371e-002 | 6.5600351e+000 |
Smallest singular value of the hessian: 2.7617723e-001