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 14:53:22
Synthetic data results for W 1-2 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: | -2816.37 |
Final log-likelihood: | -2765.23 |
Likelihood ratio test: | 3258.43 |
Rho-square: | 0.370744 |
Adjusted rho-square: | 0.369606 |
Final gradient norm: | 4.23236e-006 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +1.3495484e+000 | +2.0625212e-001 | +6.5431978e+000 | | +2.0198547e-001 | +6.6814132e+000 | | |
ASC2 | +3.5142961e-001 | +9.5427708e-002 | +3.6826789e+000 | | +9.4678183e-002 | +3.7118331e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -1.0048660e+000 | +1.6942788e-001 | -5.9309367e+000 | | +1.6466799e-001 | -6.1023759e+000 | | |
SIGMA1 | +3.0766188e+000 | +6.7874340e-001 | +4.5328158e+000 | | +6.6097189e-001 | +4.6546894e+000 | | |
SIGMA2 | +2.1922586e+000 | +6.1249636e-001 | +3.5792189e+000 | | +5.8991456e-001 | +3.7162306e+000 | | |
SIGMA3 | +0.0000000e+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 | +9.4655833e+000 | +4.1764694e+000 | +2.2664079e+000 | |
ASC2_SIGMA2 | +4.8059976e+000 | +2.6855008e+000 | +1.7896094e+000 | |
ASC3_SIGMA3 | +0.0000000e+000 | fixed | | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 1.0994194e-001 | 8.7028494e-001 | -1.8947699e+000 | * | 1.0327135e-001 | 8.6670362e-001 | -1.9739628e+000 |
ASC2 | SIGMA2 | -5.7468901e-003 | -9.8322946e-002 | -2.9261855e+000 | | -5.3030702e-003 | -9.4948551e-002 | -3.0362940e+000 |
ASC1 | SIGMA1 | 1.1959254e-001 | 8.5427962e-001 | -3.3610041e+000 | | 1.1304071e-001 | 8.4670427e-001 | -3.4431366e+000 |
SIGMA1 | SIGMA2 | 3.9012395e-001 | 9.3841184e-001 | 3.7506411e+000 | | 3.6589747e-001 | 9.3839849e-001 | 3.8382273e+000 |
ASC2 | SIGMA1 | 9.7186590e-004 | 1.5004663e-002 | -3.9841976e+000 | | 5.3930234e-004 | 8.6178593e-003 | -4.0862912e+000 |
BETA | SIGMA2 | -1.0077558e-001 | -9.7110660e-001 | -4.1089912e+000 | | -9.4412048e-002 | -9.7191684e-001 | -4.2573912e+000 |
ASC1 | ASC2 | 2.6831662e-003 | 1.3632473e-001 | 4.6396510e+000 | | 2.6921075e-003 | 1.4077397e-001 | 4.7380428e+000 |
BETA | SIGMA1 | -1.1242329e-001 | -9.7761040e-001 | -4.8294156e+000 | | -1.0633591e-001 | -9.7698468e-001 | -4.9616867e+000 |
ASC1 | BETA | -3.1014719e-002 | -8.8753314e-001 | 6.4492359e+000 | | -2.9318118e-002 | -8.8146843e-001 | 6.6183842e+000 |
ASC2 | BETA | 2.2640897e-004 | 1.4003425e-002 | 7.0170442e+000 | | 2.6779021e-004 | 1.7176536e-002 | 7.1940203e+000 |
Smallest singular value of the hessian: 1.1473534e+000