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 15:47:59
Synthetic data results for W 1-6 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: | -2847.32 |
Final log-likelihood: | -2782.2 |
Likelihood ratio test: | 3224.5 |
Rho-square: | 0.366884 |
Adjusted rho-square: | 0.365746 |
Final gradient norm: | 1.07149e-007 |
Variance-covariance: | from finite difference hessian |
Utility parameters
Name | Value | Std err | t-test | | Robust Std err | Robust t-test | |
ASC1 | +9.5382296e-001 | +6.2753652e-002 | +1.5199481e+001 | | +6.2326730e-002 | +1.5303594e+001 | | |
ASC2 | +3.2206322e-001 | +6.2926639e-002 | +5.1180744e+000 | | +6.0806402e-002 | +5.2965347e+000 | | |
ASC3 | +0.0000000e+000 | fixed |
BETA | -5.9683082e-001 | +2.1931161e-002 | -2.7213827e+001 | | +2.1317448e-002 | -2.7997292e+001 | | |
SIGMA1 | +1.0000000e+000 | fixed |
SIGMA2 | +7.5618037e-001 | +2.4531433e-001 | +3.0824957e+000 | | +2.3497967e-001 | +3.2180672e+000 | | |
SIGMA3 | -4.9119032e-003 | +2.1775925e-001 | -2.2556576e-002 | * | +4.4667707e-003 | -1.0996542e+000 | * | |
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 | +1.0000000e+000 | fixed | | |
ASC2_SIGMA2 | +5.7180875e-001 | +3.7100376e-001 | +1.5412478e+000 | |
ASC3_SIGMA3 | +2.4126793e-005 | +2.1392248e-003 | +1.1278288e-002 | |
Correlation of coefficients
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | | Rob. cov. | Rob. corr. | Rob. t-test |
ASC1 | SIGMA2 | 5.4779377e-003 | 3.5584032e-001 | 8.5720143e-001 | * | 5.5951385e-003 | 3.8203768e-001 | 9.0295979e-001 | * |
ASC2 | SIGMA3 | 1.4115701e-004 | 1.0301283e-002 | 1.4465017e+000 | * | 1.8021286e-005 | 6.6350289e-002 | 5.3890530e+000 |
ASC2 | SIGMA2 | -5.6481382e-003 | -3.6588774e-001 | -1.5805929e+000 | * | -5.0878732e-003 | -3.5608746e-001 | -1.6515956e+000 | * |
SIGMA2 | SIGMA3 | -2.7921010e-004 | -5.2267483e-003 | 2.3142524e+000 | | -1.7413693e-004 | -1.6590785e-001 | 3.2282242e+000 |
BETA | SIGMA3 | 3.5166573e-005 | 7.3636274e-003 | -2.7065324e+000 | | 1.0579281e-005 | 1.1110338e-001 | -2.7803809e+001 |
ASC1 | SIGMA3 | 8.2119265e-005 | 6.0093767e-003 | 4.2373444e+000 | | -6.8479000e-006 | -2.4597412e-002 | 1.5316213e+001 |
BETA | SIGMA2 | -4.0287569e-003 | -7.4883565e-001 | -5.1613981e+000 | | -3.7889153e-003 | -7.5639629e-001 | -5.3799592e+000 |
ASC1 | ASC2 | 1.2800508e-003 | 3.2415571e-001 | 8.6472027e+000 | | 1.0581081e-003 | 2.7919421e-001 | 8.5452378e+000 |
ASC2 | BETA | 2.6534615e-004 | 1.9227226e-001 | 1.4695167e+001 | | 2.6056488e-004 | 2.0101634e-001 | 1.5249967e+001 |
ASC1 | BETA | -6.1874564e-004 | -4.4958470e-001 | 2.0617757e+001 | | -5.7883264e-004 | -4.3565575e-001 | 2.0915249e+001 |
Smallest singular value of the hessian: 1.6255613e+001