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 15:53:25.294258
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| Report file: | 07estimationMonteCarlo_mlhs_500.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6879.118 |
| Final log likelihood: | -5213.458 |
| Likelihood ratio test for the init. model: | 3331.319 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10436.92 |
| Bayesian Information Criterion: | 10471.02 |
| Final gradient norm: | 3.2205E-02 |
| Number of draws: | 500 |
| Draws generation time: | 0:00:06.674226 |
| Types of draws: | ['B_TIME_RND: NORMAL_MLHS'] |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Relative projected gradient: | 5.883501e-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 = 5.9e-06 <= 6.1e-06 |
| Optimization time: | 0:00:18.815154 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.136 | 0.0516 | 2.65 | 0.00814 | 0.0517 | 2.64 | 0.00831 |
| ASC_TRAIN | -0.4 | 0.0634 | -6.31 | 2.83e-10 | 0.0658 | -6.08 | 1.21e-09 |
| B_COST | -1.28 | 0.0629 | -20.4 | 0 | 0.0862 | -14.9 | 0 |
| B_TIME | -2.26 | 0.119 | -19 | 0 | 0.117 | -19.3 | 0 |
| B_TIME_S | 1.65 | 0.136 | 12.1 | 0 | 0.129 | 12.7 | 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 | -10.5 | 0 | 0.00223 | 0.655 | -10.6 | 0 |
| B_COST | ASC_CAR | 0.000191 | 0.059 | -18 | 0 | 0.000151 | 0.0339 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000138 | -0.0345 | -9.72 | 0 | -0.000296 | -0.0521 | -7.95 | 1.78e-15 |
| B_TIME | ASC_CAR | -0.00393 | -0.642 | -15.3 | 0 | -0.00386 | -0.639 | -15.4 | 0 |
| B_TIME | ASC_TRAIN | -0.00457 | -0.608 | -11.3 | 0 | -0.00471 | -0.613 | -11.2 | 0 |
| B_TIME | B_COST | 0.00233 | 0.313 | -8.43 | 0 | 0.00363 | 0.361 | -8.3 | 0 |
| B_TIME_S | ASC_CAR | 0.00294 | 0.418 | 12.2 | 0 | 0.00281 | 0.42 | 12.8 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00185 | 0.213 | 14.9 | 0 | 0.00148 | 0.174 | 15.2 | 0 |
| B_TIME_S | B_COST | -0.0025 | -0.291 | 17.7 | 0 | -0.00305 | -0.274 | 16.8 | 0 |
| B_TIME_S | B_TIME | -0.0125 | -0.774 | 16.3 | 0 | -0.0112 | -0.741 | 17 | 0 |
Smallest eigenvalue: 32.1608
Largest eigenvalue: 1003.01
Condition number: 31.1874