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 15:54:45.897561
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| Report file: | 07estimationMonteCarlo_mlhs.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6879.392 |
| Final log likelihood: | -5215.022 |
| Likelihood ratio test for the init. model: | 3328.742 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10440.04 |
| Bayesian Information Criterion: | 10474.14 |
| Final gradient norm: | 3.0151E-02 |
| Number of draws: | 2000 |
| Draws generation time: | 0:00:26.998455 |
| Types of draws: | ['B_TIME_RND: NORMAL_MLHS'] |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Relative projected gradient: | 5.975953e-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 = 6e-06 <= 6.1e-06 |
| Optimization time: | 0:01:13.380532 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.135 | 0.0516 | 2.62 | 0.00881 | 0.0516 | 2.62 | 0.00886 |
| ASC_TRAIN | -0.402 | 0.0633 | -6.35 | 2.09e-10 | 0.0655 | -6.14 | 8.35e-10 |
| B_COST | -1.28 | 0.063 | -20.4 | 0 | 0.0862 | -14.9 | 0 |
| B_TIME | -2.25 | 0.118 | -19 | 0 | 0.116 | -19.4 | 0 |
| B_TIME_S | 1.64 | 0.137 | 12 | 0 | 0.129 | 12.8 | 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 | 0.624 | -10.6 | 0 | 0.00222 | 0.656 | -10.7 | 0 |
| B_COST | ASC_CAR | 0.000186 | 0.0572 | -17.9 | 0 | 0.000129 | 0.029 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000143 | -0.036 | -9.69 | 0 | -0.000314 | -0.0556 | -7.93 | 2.22e-15 |
| B_TIME | ASC_CAR | -0.00392 | -0.642 | -15.2 | 0 | -0.00382 | -0.637 | -15.5 | 0 |
| B_TIME | ASC_TRAIN | -0.00456 | -0.608 | -11.2 | 0 | -0.00469 | -0.615 | -11.2 | 0 |
| B_TIME | B_COST | 0.00235 | 0.316 | -8.4 | 0 | 0.00371 | 0.37 | -8.32 | 0 |
| B_TIME_S | ASC_CAR | 0.00296 | 0.42 | 12.1 | 0 | 0.0028 | 0.421 | 12.9 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00188 | 0.217 | 14.9 | 0 | 0.00156 | 0.185 | 15.3 | 0 |
| B_TIME_S | B_COST | -0.00253 | -0.294 | 17.6 | 0 | -0.00317 | -0.285 | 16.8 | 0 |
| B_TIME_S | B_TIME | -0.0125 | -0.775 | 16.2 | 0 | -0.0112 | -0.745 | 17 | 0 |
Smallest eigenvalue: 32.0839
Largest eigenvalue: 1003.11
Condition number: 31.2652