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
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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: | -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-test | | Robust 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 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 | +8.4640144e+000 | +1.5924257e+000 | +5.3151709e+000 | |
ASC2_SIGMA2 | +4.0000000e+000 | fixed | | |
ASC3_SIGMA3 | +1.8856505e-001 | +8.9728203e-001 | +2.1015138e-001 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC2 | SIGMA3 | 1.1118781e-001 | 7.6358172e-001 | -6.0030072e-002 | * | 1.4410588e-001 | 8.0587775e-001 | -5.2981581e-002 | * |
ASC1 | SIGMA3 | 1.3514728e-001 | 8.0050769e-001 | 9.7911859e-001 | * | 1.7216180e-001 | 8.3475669e-001 | 8.6240120e-001 | * |
BETA | SIGMA3 | -5.4432992e-002 | -8.0304966e-001 | -1.2879326e+000 | * | -6.8148971e-002 | -8.3987781e-001 | -1.1364151e+000 | * |
SIGMA1 | SIGMA3 | 1.5136818e-001 | 5.3533452e-001 | 2.7011727e+000 | | 1.8541727e-001 | 5.7301458e-001 | 2.3809538e+000 |
ASC1 | SIGMA1 | 2.4026457e-002 | 5.3724864e-001 | -6.8552694e+000 | | 2.7370913e-002 | 5.6406466e-001 | -6.9354442e+000 |
ASC2 | BETA | -6.8573876e-003 | -7.4160725e-001 | 6.9030306e+000 | | -8.1953872e-003 | -7.7680993e-001 | 6.3743170e+000 |
ASC1 | ASC2 | 1.8205227e-002 | 7.9047722e-001 | 9.3725690e+000 | | 2.2013021e-002 | 8.2090188e-001 | 9.3742536e+000 |
ASC1 | BETA | -8.2481773e-003 | -7.6936623e-001 | 1.0498223e+001 | | -9.7154549e-003 | -7.9844328e-001 | 9.7435620e+000 |
ASC2 | SIGMA1 | 2.2117068e-002 | 5.7339417e-001 | -1.1258962e+001 | | 2.5102993e-002 | 5.9666351e-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