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 13:20:18.303726

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: 17lognormalMixture.html
Database name: swissmetro

Estimation report

Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -5702.142
Final log likelihood: -5231.494
Likelihood ratio test for the init. model: 941.2974
Rho-square for the init. model: 0.0825
Rho-square-bar for the init. model: 0.0817
Akaike Information Criterion: 10472.99
Bayesian Information Criterion: 10507.09
Final gradient norm: 2.9444E-02
Number of draws: 100000
Draws generation time: 0:15:37.032206
Types of draws: ['B_TIME_RND: NORMAL']
Nbr of threads: 36
Algorithm: BFGS with trust region for simple bound constraints
Proportion analytical hessian: 0.0%
Relative projected gradient: 3.967247e-06
Number of iterations: 27
Number of function evaluations: 82
Number of gradient evaluations: 28
Number of hessian evaluations: 0
Cause of termination: Relative gradient = 4e-06 <= 6.1e-06
Optimization time: 2:20:48.682014

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR0.1750.058230.002680.06292.780.00541
ASC_TRAIN-0.3460.0676-5.113.15e-070.0733-4.722.38e-06
B_COST-1.380.0747-18.500.0981-14.10
B_TIME0.5760.06548.8100.07148.076.66e-16
B_TIME_S1.240.1031200.1349.270

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.002770.703-10.600.003470.752-10.60
B_COSTASC_CAR-0.000379-0.0872-15.80-0.00109-0.177-12.40
B_COSTASC_TRAIN-0.000696-0.138-9.630-0.00131-0.182-7.86e-15
B_TIMEASC_CAR0.002620.6888.144.44e-160.003140.77.632.35e-14
B_TIMEASC_TRAIN0.003420.77320.500.004190.80120.20
B_TIMEB_COST-0.00157-0.32217.20-0.00283-0.40513.70
B_TIME_SASC_CAR0.001540.25610.200.002450.298.182.22e-16
B_TIME_SASC_TRAIN0.0004590.065713.300.0002410.024510.50
B_TIME_SB_COST-0.00273-0.35317.80-0.0047-0.35713.60
B_TIME_SB_TIME0.0006230.09215.691.29e-080.0004350.04554.477.64e-06

Smallest eigenvalue: 76.0164

Largest eigenvalue: 1178.67

Condition number: 15.5055