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 15:54:32.503206
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| Report file: | 07estimationMonteCarlo_anti.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6879.381 |
| Final log likelihood: | -5215.165 |
| Likelihood ratio test for the init. model: | 3328.433 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10440.33 |
| Bayesian Information Criterion: | 10474.43 |
| Final gradient norm: | 3.2031E-02 |
| Number of draws: | 2000 |
| Draws generation time: | 0:00:16.723269 |
| Types of draws: | ['B_TIME_RND: NORMAL_ANTI'] |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Relative projected gradient: | 5.600756e-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 = 5.6e-06 <= 6.1e-06 |
| Optimization time: | 0:01:14.980449 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.136 | 0.0516 | 2.64 | 0.00839 | 0.0517 | 2.63 | 0.00851 |
| ASC_TRAIN | -0.402 | 0.0634 | -6.34 | 2.31e-10 | 0.0658 | -6.11 | 1e-09 |
| B_COST | -1.28 | 0.063 | -20.4 | 0 | 0.0864 | -14.9 | 0 |
| B_TIME | -2.25 | 0.119 | -19 | 0 | 0.117 | -19.2 | 0 |
| B_TIME_S | 1.65 | 0.139 | 11.9 | 0 | 0.133 | 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 | 0.00223 | 0.654 | -10.7 | 0 |
| B_COST | ASC_CAR | 0.000182 | 0.056 | -17.9 | 0 | 0.000124 | 0.0277 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000137 | -0.0342 | -9.7 | 0 | -0.000307 | -0.054 | -7.92 | 2.44e-15 |
| B_TIME | ASC_CAR | -0.00394 | -0.642 | -15.2 | 0 | -0.00386 | -0.638 | -15.4 | 0 |
| B_TIME | ASC_TRAIN | -0.00455 | -0.603 | -11.2 | 0 | -0.00469 | -0.608 | -11.2 | 0 |
| B_TIME | B_COST | 0.00238 | 0.318 | -8.39 | 0 | 0.00376 | 0.371 | -8.29 | 2.22e-16 |
| B_TIME_S | ASC_CAR | 0.00298 | 0.416 | 12 | 0 | 0.00285 | 0.416 | 12.5 | 0 |
| B_TIME_S | ASC_TRAIN | 0.0018 | 0.205 | 14.6 | 0 | 0.00144 | 0.165 | 14.9 | 0 |
| B_TIME_S | B_COST | -0.0026 | -0.297 | 17.4 | 0 | -0.00327 | -0.285 | 16.5 | 0 |
| B_TIME_S | B_TIME | -0.0127 | -0.773 | 16.1 | 0 | -0.0115 | -0.74 | 16.7 | 0 |
Smallest eigenvalue: 31.5242
Largest eigenvalue: 1002.37
Condition number: 31.797