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 19:30:59.398255
| Report file: | 07estimationMonteCarlo_500.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6880.93 |
| Final log likelihood: | -5216.932 |
| Likelihood ratio test for the init. model: | 3327.994 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10443.86 |
| Bayesian Information Criterion: | 10477.96 |
| Final gradient norm: | 1.4303E-02 |
| Number of draws: | 500 |
| Draws generation time: | 0:00:04.600445 |
| 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: | 2.242696e-06 |
| Relative change: | 2.5949524672774782e-05 |
| Number of iterations: | 8 |
| Number of function evaluations: | 25 |
| Number of gradient evaluations: | 9 |
| Number of hessian evaluations: | 9 |
| Cause of termination: | Relative gradient = 2.2e-06 <= 6.1e-06 |
| Optimization time: | 0:00:33.778653 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.136 | 0.0516 | 2.63 | 0.00856 | 0.0518 | 2.62 | 0.00876 |
| ASC_TRAIN | -0.402 | 0.0634 | -6.34 | 2.32e-10 | 0.0656 | -6.12 | 9.38e-10 |
| B_COST | -1.28 | 0.0629 | -20.4 | 0 | 0.0861 | -14.9 | 0 |
| B_TIME | -2.25 | 0.119 | -18.9 | 0 | 0.118 | -19.1 | 0 |
| B_TIME_S | 1.64 | 0.139 | 11.8 | 0 | 0.133 | 12.3 | 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 | 0.624 | -10.5 | 0 | 0.00222 | 0.655 | -10.7 | 0 |
| B_COST | ASC_CAR | 0.000178 | 0.0547 | -17.9 | 0 | 0.000117 | 0.0263 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000143 | -0.0358 | -9.69 | 0 | -0.000307 | -0.0543 | -7.93 | 2.22e-15 |
| B_TIME | ASC_CAR | -0.00395 | -0.643 | -15.2 | 0 | -0.0039 | -0.64 | -15.3 | 0 |
| B_TIME | ASC_TRAIN | -0.00456 | -0.605 | -11.2 | 0 | -0.00469 | -0.608 | -11.1 | 0 |
| B_TIME | B_COST | 0.00238 | 0.318 | -8.38 | 0 | 0.00374 | 0.37 | -8.26 | 2.22e-16 |
| B_TIME_S | ASC_CAR | 0.00301 | 0.42 | 11.9 | 0 | 0.00292 | 0.424 | 12.5 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00186 | 0.212 | 14.6 | 0 | 0.00151 | 0.173 | 14.8 | 0 |
| B_TIME_S | B_COST | -0.00259 | -0.297 | 17.3 | 0 | -0.00326 | -0.284 | 16.4 | 0 |
| B_TIME_S | B_TIME | -0.0128 | -0.776 | 16 | 0 | -0.0117 | -0.747 | 16.6 | 0 |
Smallest eigenvalue: 31.4326
Largest eigenvalue: 1003.33
Condition number: 31.92