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 19:31:33.323061
| Report file: | 07estimationMonteCarlo_anti_500.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6879.479 |
| Final log likelihood: | -5214.049 |
| Likelihood ratio test for the init. model: | 3330.859 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10438.1 |
| Bayesian Information Criterion: | 10472.2 |
| Final gradient norm: | 2.5112E-02 |
| Number of draws: | 500 |
| Draws generation time: | 0:00:04.057938 |
| 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: | 4.647678e-06 |
| Relative change: | 0.00013629615885878864 |
| Number of iterations: | 7 |
| Number of function evaluations: | 22 |
| Number of gradient evaluations: | 8 |
| Number of hessian evaluations: | 8 |
| Cause of termination: | Relative gradient = 4.6e-06 <= 6.1e-06 |
| Optimization time: | 0:00:30.019416 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.138 | 0.0517 | 2.68 | 0.00738 | 0.0517 | 2.68 | 0.00746 |
| ASC_TRAIN | -0.405 | 0.0634 | -6.39 | 1.66e-10 | 0.0657 | -6.16 | 7.07e-10 |
| B_COST | -1.29 | 0.0633 | -20.4 | 0 | 0.0865 | -14.9 | 0 |
| B_TIME | -2.27 | 0.119 | -19 | 0 | 0.117 | -19.4 | 0 |
| B_TIME_S | 1.69 | 0.137 | 12.3 | 0 | 0.13 | 13 | 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 | -10.8 | 0 |
| B_COST | ASC_CAR | 0.000183 | 0.0559 | -18 | 0 | 0.000102 | 0.0228 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000134 | -0.0333 | -9.73 | 0 | -0.000312 | -0.0549 | -7.94 | 2e-15 |
| B_TIME | ASC_CAR | -0.00395 | -0.641 | -15.3 | 0 | -0.00386 | -0.636 | -15.5 | 0 |
| B_TIME | ASC_TRAIN | -0.00456 | -0.603 | -11.3 | 0 | -0.00469 | -0.608 | -11.3 | 0 |
| B_TIME | B_COST | 0.0024 | 0.318 | -8.46 | 0 | 0.00383 | 0.378 | -8.41 | 0 |
| B_TIME_S | ASC_CAR | 0.00297 | 0.42 | 12.4 | 0 | 0.00283 | 0.42 | 13.1 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00185 | 0.213 | 15.1 | 0 | 0.0015 | 0.175 | 15.5 | 0 |
| B_TIME_S | B_COST | -0.00259 | -0.299 | 17.8 | 0 | -0.00335 | -0.297 | 16.9 | 0 |
| B_TIME_S | B_TIME | -0.0127 | -0.777 | 16.4 | 0 | -0.0114 | -0.747 | 17.1 | 0 |
Smallest eigenvalue: 31.7521
Largest eigenvalue: 998.434
Condition number: 31.4446