biogeme 3.2.6 [2020-05-05]
Python package
Home page: http://biogeme.epfl.ch
Submit questions to https://groups.google.com/d/forum/biogeme
Michel Bierlaire, Transport and Mobility Laboratory, Ecole Polytechnique Fédérale de Lausanne (EPFL)
This file has automatically been generated on 2020-05-05 15:53:18.754995
If you drag this HTML file into the Calc application of OpenOffice, or the spreadsheet of LibreOffice, you will be able to perform additional calculations.
Report file: | 07estimationMonteCarlo_500.html |
Database name: | swissmetro |
Number of estimated parameters: | 5 |
Sample size: | 6768 |
Excluded observations: | 3960 |
Init log likelihood: | -6880.19 |
Final log likelihood: | -5216.116 |
Likelihood ratio test for the init. model: | 3328.148 |
Rho-square for the init. model: | 0.242 |
Rho-square-bar for the init. model: | 0.241 |
Akaike Information Criterion: | 10442.23 |
Bayesian Information Criterion: | 10476.33 |
Final gradient norm: | 2.7462E-02 |
Number of draws: | 500 |
Draws generation time: | 0:00:04.615958 |
Types of draws: | ['B_TIME_RND: NORMAL'] |
Nbr of threads: | 36 |
Algorithm: | Newton with trust region for simple bound constraints |
Relative projected gradient: | 5.285192e-06 |
Number of iterations: | 7 |
Number of function evaluations: | 22 |
Number of gradient evaluations: | 8 |
Number of hessian evaluations: | 8 |
Cause of termination: | Relative gradient = 5.3e-06 <= 6.1e-06 |
Optimization time: | 0:00:18.768702 |
Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
---|---|---|---|---|---|---|---|
ASC_CAR | 0.136 | 0.0515 | 2.63 | 0.00846 | 0.0516 | 2.63 | 0.00854 |
ASC_TRAIN | -0.402 | 0.0634 | -6.34 | 2.33e-10 | 0.0659 | -6.1 | 1.06e-09 |
B_COST | -1.28 | 0.063 | -20.4 | 0 | 0.086 | -14.9 | 0 |
B_TIME | -2.25 | 0.118 | -19 | 0 | 0.117 | -19.3 | 0 |
B_TIME_S | 1.65 | 0.138 | 11.9 | 0 | 0.132 | 12.4 | 0 |
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | Rob. p-value |
---|---|---|---|---|---|---|---|---|---|
ASC_TRAIN | ASC_CAR | 0.00204 | 0.623 | -10.5 | 0 | 0.00222 | 0.654 | -10.6 | 0 |
B_COST | ASC_CAR | 0.000184 | 0.0566 | -17.9 | 0 | 0.000102 | 0.0229 | -14.3 | 0 |
B_COST | ASC_TRAIN | -0.000137 | -0.0344 | -9.7 | 0 | -0.000322 | -0.0568 | -7.92 | 2.44e-15 |
B_TIME | ASC_CAR | -0.00391 | -0.641 | -15.3 | 0 | -0.00383 | -0.636 | -15.4 | 0 |
B_TIME | ASC_TRAIN | -0.00453 | -0.604 | -11.2 | 0 | -0.00468 | -0.609 | -11.2 | 0 |
B_TIME | B_COST | 0.00237 | 0.318 | -8.42 | 0 | 0.0038 | 0.378 | -8.36 | 0 |
B_TIME_S | ASC_CAR | 0.00294 | 0.414 | 12 | 0 | 0.00281 | 0.411 | 12.5 | 0 |
B_TIME_S | ASC_TRAIN | 0.00178 | 0.203 | 14.7 | 0 | 0.00139 | 0.159 | 14.8 | 0 |
B_TIME_S | B_COST | -0.00258 | -0.297 | 17.4 | 0 | -0.00333 | -0.293 | 16.5 | 0 |
B_TIME_S | B_TIME | -0.0126 | -0.77 | 16.2 | 0 | -0.0114 | -0.736 | 16.8 | 0 |
Smallest eigenvalue: 31.8438
Largest eigenvalue: 1002.95
Condition number: 31.4958