biogeme 3.2.8 [2021-07-27]
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 2021-07-27 19:32:36.641483
| Report file: | 07estimationMonteCarlo.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6880.299 |
| Final log likelihood: | -5215.192 |
| Likelihood ratio test for the init. model: | 3330.215 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10440.38 |
| Bayesian Information Criterion: | 10474.48 |
| Final gradient norm: | 2.8280E-02 |
| Number of draws: | 2000 |
| Draws generation time: | 0:00:18.265680 |
| 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: | 5.37286e-06 |
| Relative change: | 0.00013978178558160273 |
| Number of iterations: | 7 |
| Number of function evaluations: | 22 |
| Number of gradient evaluations: | 8 |
| Number of hessian evaluations: | 8 |
| Cause of termination: | Relative gradient = 5.4e-06 <= 6.1e-06 |
| Optimization time: | 0:01:56.896362 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.137 | 0.0517 | 2.65 | 0.00804 | 0.0518 | 2.64 | 0.00823 |
| ASC_TRAIN | -0.403 | 0.0635 | -6.34 | 2.24e-10 | 0.066 | -6.11 | 1.02e-09 |
| B_COST | -1.29 | 0.0631 | -20.4 | 0 | 0.0863 | -14.9 | 0 |
| B_TIME | -2.26 | 0.119 | -18.9 | 0 | 0.117 | -19.3 | 0 |
| B_TIME_S | 1.66 | 0.14 | 11.9 | 0 | 0.134 | 12.4 | 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 | 0.654 | -10.7 | 0 |
| B_COST | ASC_CAR | 0.000184 | 0.0565 | -17.9 | 0 | 0.00014 | 0.0312 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000132 | -0.0328 | -9.7 | 0 | -0.000283 | -0.0496 | -7.94 | 2e-15 |
| B_TIME | ASC_CAR | -0.00395 | -0.642 | -15.2 | 0 | -0.00388 | -0.638 | -15.4 | 0 |
| B_TIME | ASC_TRAIN | -0.00455 | -0.601 | -11.2 | 0 | -0.00468 | -0.604 | -11.2 | 0 |
| B_TIME | B_COST | 0.00238 | 0.316 | -8.41 | 0 | 0.00369 | 0.365 | -8.29 | 2.22e-16 |
| B_TIME_S | ASC_CAR | 0.003 | 0.416 | 12 | 0 | 0.00287 | 0.412 | 12.5 | 0 |
| B_TIME_S | ASC_TRAIN | 0.0018 | 0.203 | 14.6 | 0 | 0.00137 | 0.154 | 14.7 | 0 |
| B_TIME_S | B_COST | -0.0026 | -0.296 | 17.4 | 0 | -0.00321 | -0.277 | 16.5 | 0 |
| B_TIME_S | B_TIME | -0.0129 | -0.773 | 16.1 | 0 | -0.0116 | -0.738 | 16.7 | 0 |
Smallest eigenvalue: 31.2322
Largest eigenvalue: 1000.63
Condition number: 32.0385