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 13:09:06.001701
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_Simple bounds Newton fCG.html |
Database name: | swissmetro |
Number of estimated parameters: | 5 |
Sample size: | 6768 |
Excluded observations: | 3960 |
Init log likelihood: | -6879.443 |
Final log likelihood: | -5214.765 |
Likelihood ratio test for the init. model: | 3329.356 |
Rho-square for the init. model: | 0.242 |
Rho-square-bar for the init. model: | 0.241 |
Akaike Information Criterion: | 10439.53 |
Bayesian Information Criterion: | 10473.63 |
Final gradient norm: | 3.3291E-02 |
Number of draws: | 100000 |
Draws generation time: | 0:15:41.727765 |
Types of draws: | ['B_TIME_RND: NORMAL'] |
Nbr of threads: | 36 |
Algorithm: | Newton with trust region for simple bound constraints |
Proportion analytical hessian: | 100.0% |
Relative projected gradient: | 6.041018e-06 |
Number of iterations: | 6 |
Number of function evaluations: | 19 |
Number of gradient evaluations: | 7 |
Number of hessian evaluations: | 7 |
Cause of termination: | Relative gradient = 6e-06 <= 6.1e-06 |
Optimization time: | 0:41:04.078022 |
Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
---|---|---|---|---|---|---|---|
ASC_CAR | 0.137 | 0.0516 | 2.65 | 0.00796 | 0.0517 | 2.65 | 0.00807 |
ASC_TRAIN | -0.402 | 0.0635 | -6.34 | 2.32e-10 | 0.0658 | -6.11 | 1.01e-09 |
B_COST | -1.29 | 0.0631 | -20.4 | 0 | 0.0863 | -14.9 | 0 |
B_TIME | -2.26 | 0.119 | -19 | 0 | 0.117 | -19.3 | 0 |
B_TIME_S | 1.66 | 0.138 | 12 | 0 | 0.132 | 12.6 | 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 | -10.6 | 0 | 0.00223 | 0.655 | -10.7 | 0 |
B_COST | ASC_CAR | 0.000183 | 0.0563 | -18 | 0 | 0.000128 | 0.0286 | -14.3 | 0 |
B_COST | ASC_TRAIN | -0.000137 | -0.0343 | -9.71 | 0 | -0.000304 | -0.0535 | -7.94 | 2e-15 |
B_TIME | ASC_CAR | -0.00394 | -0.641 | -15.3 | 0 | -0.00386 | -0.637 | -15.4 | 0 |
B_TIME | ASC_TRAIN | -0.00456 | -0.603 | -11.2 | 0 | -0.0047 | -0.609 | -11.2 | 0 |
B_TIME | B_COST | 0.00238 | 0.317 | -8.43 | 0 | 0.00373 | 0.369 | -8.33 | 0 |
B_TIME_S | ASC_CAR | 0.00297 | 0.417 | 12.1 | 0 | 0.00283 | 0.416 | 12.7 | 0 |
B_TIME_S | ASC_TRAIN | 0.00182 | 0.207 | 14.8 | 0 | 0.00145 | 0.168 | 15.1 | 0 |
B_TIME_S | B_COST | -0.00258 | -0.296 | 17.5 | 0 | -0.00322 | -0.283 | 16.7 | 0 |
B_TIME_S | B_TIME | -0.0127 | -0.773 | 16.2 | 0 | -0.0114 | -0.741 | 16.9 | 0 |
Smallest eigenvalue: 31.6056
Largest eigenvalue: 1001.04
Condition number: 31.6727