biogeme 3.2.6 [2020-06-02]

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 2020-06-02 10:58:19.613552

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: 01logitBis.html
Database name: swissmetro
Example of a logit model with three alternatives: Train, Car and Swissmetro. Same as 01logit, using bioLinearUtility, and introducing some options and features.

Estimation report

Number of estimated parameters: 4
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -6964.663
Final log likelihood: -5331.252
Likelihood ratio test for the init. model: 3266.822
Rho-square for the init. model: 0.235
Rho-square-bar for the init. model: 0.234
Akaike Information Criterion: 10670.5
Bayesian Information Criterion: 10697.78
Final gradient norm: 3.3915E-02
Bootstrapping time: 0:00:32.699642
Nbr of threads: 2
Algorithm: Newton with trust region for simple bound constraints
Proportion analytical hessian: 100.0%
Relative projected gradient: 4.686846e-06
Number of iterations: 9
Number of function evaluations: 18
Number of gradient evaluations: 4
Number of hessian evaluations: 4
Cause of termination: Relative gradient = 4.7e-06 <= 6.1e-06
Stochastic Newton iterations: 3
Optimization time: 0:00:00.303341

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-valueBootstrap[100] Std errBootstrap t-testBootstrap p-value
ASC_CAR-0.1550.0432-3.580.0003470.0582-2.660.007830.0305-5.070.00783
ASC_TRAIN-0.7010.0549-12.800.0826-8.4900.0365-19.20
B_COST-1.080.0518-20.900.0682-15.900.037-29.30
B_TIME-1.280.0569-22.500.104-12.300.0648-19.70

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-valueBoot. cov.Boot. corr.Boot. t-testBoot. p-value
ASC_TRAINASC_CAR0.001380.58-11.900.00390.812-11.200.0003880.349-14.20
B_COSTASC_CAR0.0004850.216-15.502.87e-050.00723-10.400.0001260.111-20.50
B_COSTASC_TRAIN8.22e-060.00289-5.083.87e-07-0.000831-0.147-3.340.0008430.0005720.424-9.690
B_TIMEASC_CAR-0.00144-0.585-12.60-0.00482-0.796-7.263.73e-13-0.00148-0.747-12.50
B_TIMEASC_TRAIN-0.00225-0.722-5.562.71e-08-0.0076-0.883-3.180.00148-0.00202-0.855-5.893.83e-09
B_TIMEB_COST0.000550.187-2.790.005210.00220.309-1.840.0659-0.00123-0.513-2.170.0303

Smallest eigenvalue: 159.084

Largest eigenvalue: 1469.55

Condition number: 9.23759