biogeme 3.2.6 [2020-06-03]

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 2020-06-03 11:04:55.401974

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: 05normalMixture_allAlgos_CFSQP.html
Database name: swissmetro

Estimation report

Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -6879.598
Final log likelihood: -5214.796
Likelihood ratio test for the init. model: 3329.604
Rho-square for the init. model: 0.242
Rho-square-bar for the init. model: 0.241
Akaike Information Criterion: 10439.59
Bayesian Information Criterion: 10473.69
Final gradient norm: 6.7605E-05
Number of draws: 100000
Draws generation time: 0:15:44.681505
Types of draws: ['B_TIME_RND: NORMAL']
Nbr of threads: 36
Algorithm: CFSQP
Number of iterations: 19
Number fo function evaluations: 69
Cause of termination: b'Normal termination. Obj: 6.05545e-06 Const: 6.05545e-06'
Optimization time: 2:30:37.970862

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR0.1370.05162.660.007880.05172.650.008
ASC_TRAIN-0.4020.0634-6.332.39e-100.0658-6.111.03e-09
B_COST-1.290.063-20.400.0863-14.90
B_TIME-2.260.119-1900.117-19.30
B_TIME_S1.660.1381200.13112.60

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.002040.623-10.600.002230.655-10.70
B_COSTASC_CAR0.0001840.0564-1800.0001290.029-14.30
B_COSTASC_TRAIN-0.000138-0.0344-9.710-0.000304-0.0535-7.942e-15
B_TIMEASC_CAR-0.00394-0.641-15.30-0.00386-0.637-15.40
B_TIMEASC_TRAIN-0.00456-0.604-11.20-0.0047-0.61-11.20
B_TIMEB_COST0.002380.317-8.4300.003720.369-8.330
B_TIME_SASC_CAR0.002970.41712.100.002830.41712.80
B_TIME_SASC_TRAIN0.001820.20814.800.001470.1715.10
B_TIME_SB_COST-0.00257-0.29617.50-0.0032-0.28316.70
B_TIME_SB_TIME-0.0127-0.77416.20-0.0114-0.74116.90

Smallest eigenvalue: 31.6549

Largest eigenvalue: 1001.1

Condition number: 31.6255