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

Estimation report

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

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR0.1360.05152.630.008460.05162.630.00854
ASC_TRAIN-0.4020.0634-6.342.33e-100.0659-6.11.06e-09
B_COST-1.280.063-20.400.086-14.90
B_TIME-2.250.118-1900.117-19.30
B_TIME_S1.650.13811.900.13212.40

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.002040.623-10.500.002220.654-10.60
B_COSTASC_CAR0.0001840.0566-17.900.0001020.0229-14.30
B_COSTASC_TRAIN-0.000137-0.0344-9.70-0.000322-0.0568-7.922.44e-15
B_TIMEASC_CAR-0.00391-0.641-15.30-0.00383-0.636-15.40
B_TIMEASC_TRAIN-0.00453-0.604-11.20-0.00468-0.609-11.20
B_TIMEB_COST0.002370.318-8.4200.00380.378-8.360
B_TIME_SASC_CAR0.002940.4141200.002810.41112.50
B_TIME_SASC_TRAIN0.001780.20314.700.001390.15914.80
B_TIME_SB_COST-0.00258-0.29717.40-0.00333-0.29316.50
B_TIME_SB_TIME-0.0126-0.7716.20-0.0114-0.73616.80

Smallest eigenvalue: 31.8438

Largest eigenvalue: 1002.95

Condition number: 31.4958