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 19:33:08.867938
Report file: | 07estimationMonteCarlo_anti.html |
Database name: | swissmetro |
Number of estimated parameters: | 5 |
Sample size: | 6768 |
Excluded observations: | 3960 |
Init log likelihood: | -6879.496 |
Final log likelihood: | -5215.379 |
Likelihood ratio test for the init. model: | 3328.233 |
Rho-square for the init. model: | 0.242 |
Rho-square-bar for the init. model: | 0.241 |
Akaike Information Criterion: | 10440.76 |
Bayesian Information Criterion: | 10474.86 |
Final gradient norm: | 2.9418E-02 |
Number of draws: | 2000 |
Draws generation time: | 0:00:16.160494 |
Types of draws: | ['B_TIME_RND: NORMAL_ANTI'] |
Nbr of threads: | 36 |
Algorithm: | Newton with trust region for simple bound constraints |
Proportion analytical hessian: | 100.0% |
Relative projected gradient: | 5.993932e-06 |
Relative change: | 0.00011229785083723297 |
Number of iterations: | 7 |
Number of function evaluations: | 22 |
Number of gradient evaluations: | 8 |
Number of hessian evaluations: | 8 |
Cause of termination: | Relative gradient = 6e-06 <= 6.1e-06 |
Optimization time: | 0:01:56.435791 |
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 | 0.00855 | 0.0517 | 2.63 | 0.00866 |
ASC_TRAIN | -0.404 | 0.0634 | -6.37 | 1.93e-10 | 0.0659 | -6.13 | 8.83e-10 |
B_COST | -1.29 | 0.063 | -20.4 | 0 | 0.0863 | -14.9 | 0 |
B_TIME | -2.25 | 0.119 | -19 | 0 | 0.117 | -19.3 | 0 |
B_TIME_S | 1.65 | 0.138 | 12 | 0 | 0.131 | 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 | 0.000184 | 0.0566 | -18 | 0 | 0.000126 | 0.0283 | -14.3 | 0 |
B_COST | ASC_TRAIN | -0.000135 | -0.0338 | -9.69 | 0 | -0.000301 | -0.053 | -7.92 | 2.44e-15 |
B_TIME | ASC_CAR | -0.00392 | -0.641 | -15.2 | 0 | -0.00384 | -0.637 | -15.4 | 0 |
B_TIME | ASC_TRAIN | -0.00454 | -0.603 | -11.2 | 0 | -0.00468 | -0.609 | -11.2 | 0 |
B_TIME | B_COST | 0.00237 | 0.317 | -8.41 | 0 | 0.00373 | 0.371 | -8.32 | 0 |
B_TIME_S | ASC_CAR | 0.00296 | 0.415 | 12.1 | 0 | 0.0028 | 0.412 | 12.7 | 0 |
B_TIME_S | ASC_TRAIN | 0.0018 | 0.205 | 14.7 | 0 | 0.00141 | 0.163 | 15 | 0 |
B_TIME_S | B_COST | -0.00258 | -0.297 | 17.5 | 0 | -0.00324 | -0.286 | 16.6 | 0 |
B_TIME_S | B_TIME | -0.0126 | -0.772 | 16.2 | 0 | -0.0113 | -0.737 | 16.9 | 0 |
Smallest eigenvalue: 31.7577
Largest eigenvalue: 1001.77
Condition number: 31.5443