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Tue Dec 20 18:48:51 2011
Tip: click on the columns headers to sort a table [Credits]
Example of a logit model for a transportation mode choice with 3 alternatives: |
- Train |
- Car |
- Swissmetro, an hypothetical high-speed train |
The time coefficient is normally distributed. This is an example of a mixture of logit model. |
The syntax for a distributed coefficient is B_TIME [ B_TIME_S ], where |
B_TIME is the mean and B_TIME_S squared is the variance. |
The square brackets are associated with a normal distribution. |
Model: | Mixed Multinomial Logit |
Number of draws: | 100000 |
Number of estimated parameters: | 5 |
Number of observations: | 6768 |
Number of individuals: | 6768 |
Null log-likelihood: | -6964.663 |
Init log-likelihood: | -6964.663 |
Final log-likelihood: | -5214.984 |
Likelihood ratio test: | 3499.359 |
Rho-square: | 0.251 |
Adjusted rho-square: | 0.251 |
Final gradient norm: | +2.019e-02 |
Diagnostic: | Convergence reached... |
Iterations: | 18 |
Run time: | 09h 13:25 |
Variance-covariance: | from finite difference hessian |
Sample file: | swissmetro.dat |
Name | Value | Std err | t-test | p-value | Robust Std err | Robust t-test | p-value | ||
---|---|---|---|---|---|---|---|---|---|
ASC_CAR | 0.137 | 0.0516 | 2.65 | 0.01 | 0.0517 | 2.65 | 0.01 | ||
ASC_SM | 0.00 | fixed | |||||||
ASC_TRAIN | -0.402 | 0.0635 | -6.34 | 0.00 | 0.0659 | -6.10 | 0.00 | ||
B_COST | -1.29 | 0.0631 | -20.38 | 0.00 | 0.0863 | -14.89 | 0.00 | ||
B_TIME | -2.26 | 0.119 | -18.98 | 0.00 | 0.117 | -19.30 | 0.00 | ||
B_TIME_S | -1.66 | 0.139 | -11.96 | 0.00 | 0.132 | -12.54 | 0.00 |
Id | Name | Availability | Specification |
---|---|---|---|
1 | A1_TRAIN | TRAIN_AV_SP | ASC_TRAIN * one + B_TIME [ B_TIME_S ] * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED |
2 | A2_SM | SM_AV | ASC_SM * one + B_TIME [ B_TIME_S ] * SM_TT_SCALED + B_COST * SM_COST_SCALED |
3 | A3_Car | CAR_AV_SP | ASC_CAR * one + B_TIME [ B_TIME_S ] * CAR_TT_SCALED + B_COST * CAR_CO_SCALED |
Name | Value | Std err | t-test | Robust Std err | Robust t-test |
---|---|---|---|---|---|
B_TIME_B_TIME_S | 2.75 | 0.459 | 5.98 |
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | p-value | ||
---|---|---|---|---|---|---|---|---|---|---|---|
B_COST | B_TIME_S | 0.00258 | 0.296 | 2.77 | 0.01 | 0.00321 | 0.282 | 2.73 | 0.01 | ||
B_TIME | B_TIME_S | 0.0128 | 0.773 | -6.79 | 0.00 | 0.0114 | 0.740 | -6.62 | 0.00 | ||
ASC_TRAIN | B_TIME_S | -0.00181 | -0.206 | 7.66 | 0.00 | -0.00144 | -0.165 | 7.99 | 0.00 | ||
B_COST | B_TIME | 0.00238 | 0.317 | 8.42 | 0.00 | 0.00372 | 0.368 | 8.32 | 0.00 | ||
ASC_TRAIN | B_COST | -0.000136 | -0.0339 | 9.71 | 0.00 | -0.000300 | -0.0528 | 7.93 | 0.00 | ||
ASC_CAR | ASC_TRAIN | 0.00204 | 0.623 | 10.55 | 0.00 | 0.00223 | 0.654 | 10.66 | 0.00 | ||
ASC_CAR | B_TIME_S | -0.00298 | -0.416 | 10.75 | 0.00 | -0.00284 | -0.415 | 11.17 | 0.00 | ||
ASC_TRAIN | B_TIME | -0.00455 | -0.603 | 11.24 | 0.00 | -0.00469 | -0.609 | 11.21 | 0.00 | ||
ASC_CAR | B_TIME | -0.00394 | -0.642 | 15.24 | 0.00 | -0.00386 | -0.637 | 15.44 | 0.00 | ||
ASC_CAR | B_COST | 0.000184 | 0.0566 | 17.95 | 0.00 | 0.000131 | 0.0294 | 14.32 | 0.00 |
Smallest singular value of the hessian: 5.55565