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 14:41:12

Synthetic data results consraining sig2 to 3.0

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: -3030.24
Final log-likelihood: -2764.74
Likelihood ratio test: 3259.41
Rho-square: 0.370856
Adjusted rho-square: 0.369718
Final gradient norm: 1.19826e-010
Variance-covariance: from finite difference hessian

Utility parameters

Name Value Std err t-testRobust Std err Robust t-test
ASC1 +1.8089541e+000+2.0164276e-001+8.9710840e+000+1.9577008e-001+9.2401974e+000
ASC2 +5.1475527e-001+1.7568249e-001+2.9300317e+000+1.7264883e-001+2.9815160e+000
ASC3 +0.0000000e+000 fixed
BETA -1.3142366e+000+8.1762942e-002-1.6073744e+001+7.8270759e-002-1.6790902e+001
SIGMA1 +4.1377655e+000+3.4305727e-001+1.2061442e+001+3.3288791e-001+1.2429906e+001
SIGMA2 +3.0000000e+000 fixed
SIGMA3 +1.3463495e+000+5.3245512e-001+2.5285690e+000+5.2192544e-001+2.5795821e+000

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+1.7121104e+001+2.8389811e+000+6.0307212e+000
ASC2_SIGMA2+9.0000000e+000fixed
ASC3_SIGMA3+1.8126570e+000+1.4337414e+000+1.2642845e+000

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testRob. cov.Rob. corr.Rob. t-test
ASC1 SIGMA38.0914632e-0027.5363562e-0011.1481497e+000*7.5795128e-0027.4179946e-0011.1596255e+000*
ASC2 SIGMA36.6445913e-0027.1032449e-001-1.9520725e+000*6.3530612e-0027.0503539e-001-1.9870245e+000
BETA SIGMA3-3.3328586e-002-7.6555671e-001-4.4538336e+000-3.1134518e-002-7.6213890e-001-4.5574988e+000
SIGMA1 SIGMA38.8974769e-0024.8709898e-0015.9078783e+0008.2811558e-0024.7663340e-0015.9840843e+000
ASC2 BETA-9.9563764e-003-6.9313260e-0017.6299273e+000-9.1622333e-003-6.7801320e-0017.8519639e+000
ASC1 SIGMA13.3518418e-0024.8454514e-001-7.7067656e+0003.0004629e-0024.6040914e-001-7.8004539e+000
ASC1 ASC22.6477766e-0027.4742950e-0019.4975448e+0002.4920084e-0027.3729203e-0019.5687254e+000
ASC1 BETA-1.1896868e-002-7.2159495e-0011.1709693e+001-1.0768278e-002-7.0274926e-0011.2158036e+001
ASC2 SIGMA13.2014722e-0025.3119580e-001-1.2461825e+0012.9215087e-0025.0832973e-001-1.2637329e+001
BETA SIGMA1-2.3168788e-002-8.2600026e-001-1.3195480e+001-2.1362400e-002-8.1988414e-001-1.3644277e+001

Smallest singular value of the hessian: 2.6989200e+000