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 13:20:53.836621

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: 25triangularMixture.html
Database name: swissmetro

Estimation report

Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -6941.996
Final log likelihood: -5214.262
Likelihood ratio test for the init. model: 3455.468
Rho-square for the init. model: 0.249
Rho-square-bar for the init. model: 0.248
Akaike Information Criterion: 10438.52
Bayesian Information Criterion: 10472.62
Final gradient norm: 1.7773E-02
Number of draws: 100000
Draws generation time: 0:12:14.422488
Types of draws: ['B_TIME_RND: TRIANGULAR']
Nbr of threads: 36
Algorithm: BFGS with trust region for simple bound constraints
Proportion analytical hessian: 0.0%
Relative projected gradient: 5.811271e-06
Number of iterations: 31
Number of function evaluations: 94
Number of gradient evaluations: 32
Number of hessian evaluations: 0
Cause of termination: Relative gradient = 5.8e-06 <= 6.1e-06
Optimization time: 2:25:15.282339

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR0.1410.05182.720.006470.05212.710.00676
ASC_TRAIN-0.3930.0635-6.196.04e-100.0657-5.982.22e-09
B_COST-1.280.0628-20.400.0863-14.80
B_TIME-2.280.121-18.800.119-19.10
B_TIME_S3.990.32112.400.30513.10

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.002070.63-10.500.002260.661-10.70
B_COSTASC_CAR0.0001870.0575-1800.0001450.0323-14.30
B_COSTASC_TRAIN-0.000143-0.0358-9.780-0.000301-0.0532-7.991.33e-15
B_TIMEASC_CAR-0.00405-0.646-15.20-0.00401-0.646-15.30
B_TIMEASC_TRAIN-0.00471-0.614-11.20-0.00486-0.621-11.20
B_TIMEB_COST0.002330.307-8.4400.003630.354-8.30
B_TIME_SASC_CAR0.007220.43312.700.007080.44513.50
B_TIME_SASC_TRAIN0.004830.2371400.004190.20914.70
B_TIME_SB_COST-0.00579-0.28715.30-0.00715-0.27115.60
B_TIME_SB_TIME-0.0306-0.78814.80-0.0277-0.76315.50

Smallest eigenvalue: 8.75867

Largest eigenvalue: 996.372

Condition number: 113.758