biogeme 2.5 [Dim 19 jui 2016 17:58:58 CEST]

Michel Bierlaire, EPFL

This file has automatically been generated.

Wed Jul 6 20:06:13 2016

Tip: click on the columns headers to sort a table [Credits]

Example of a nested logit model for a transportation mode choice with 3 alternatives:
- Train
- Car
- Swissmetro, an hypothetical high-speed train
Alternatives Train and Car are grouped in the same nest, as their error terms are expected to share unobserved attributes associated with existing alternatives.
Model: Nested Logit
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: -5236.900
Likelihood ratio test: 3455.526
Rho-square: 0.248
Adjusted rho-square: 0.247
Final gradient norm: +2.505e-04
Diagnostic: Normal termination. Obj: 6.05545e-06 Const: 6.05545e-06
Iterations: 15
Run time: 00:01
Variance-covariance: from finite difference hessian
Sample file: ../swissmetro.dat

Utility parameters

Name Value Std err t-testp-valueRobust Std err Robust t-testp-value
ASC_CAR-0.1670.0371-4.500.000.0545-3.070.00
ASC_SM0.00fixed
ASC_TRAIN-0.5120.0452-11.330.000.0791-6.470.00
B_COST-0.8570.0463-18.510.000.0600-14.270.00
B_TIME-0.8990.0570-15.770.000.107-8.390.00

Model parameters

NameValueStd errt-test 0p-valuet-test 1p-valueRobust Std errRobust t-test 0p-valueRobust t-test 1p-value
EXISTING2.050.11817.450.008.960.000.16412.510.006.420.00
FUTURE1.00fixed

Utility functions

IdNameAvailabilitySpecification
1A1_TRAINTRAIN_AV_SPASC_TRAIN * one + B_TIME * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED
2A2_SMSM_AVASC_SM * one + B_TIME * SM_TT_SCALED + B_COST * SM_COST_SCALED
3A3_CarCAR_AV_SPASC_CAR * one + B_TIME * CAR_TT_SCALED + B_COST * CAR_CO_SCALED

Correlation of coefficients

Coefficient1 Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testp-value
B_COST B_TIME0.001090.4110.740.46 *0.002680.4170.430.67 *
ASC_TRAIN B_TIME-0.00121-0.4714.400.00 -0.00656-0.7742.200.03
ASC_TRAIN B_COST0.0003220.1545.790.00 -0.000263-0.05543.380.00
ASC_CAR B_TIME-0.00124-0.5858.680.00 -0.00483-0.8284.710.00
ASC_CAR ASC_TRAIN0.001210.72110.900.00 0.003680.8527.950.00
ASC_CAR B_COST5.56e-050.032411.810.00 -0.000412-0.1268.010.00

Smallest singular value of the hessian: 2.0462