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 19:34:11.283514
| Report file: | 07estimationMonteCarlo_mlhs.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6880.424 |
| Final log likelihood: | -5216.319 |
| Likelihood ratio test for the init. model: | 3328.211 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10442.64 |
| Bayesian Information Criterion: | 10476.74 |
| Final gradient norm: | 2.7931E-02 |
| Number of draws: | 2000 |
| Draws generation time: | 0:00:24.366456 |
| Types of draws: | ['B_TIME_RND: NORMAL_MLHS'] |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 5.299196e-06 |
| Relative change: | 0.000128856146357348 |
| Number of iterations: | 7 |
| Number of function evaluations: | 22 |
| Number of gradient evaluations: | 8 |
| Number of hessian evaluations: | 8 |
| Cause of termination: | Relative gradient = 5.3e-06 <= 6.1e-06 |
| Optimization time: | 0:01:59.905533 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.134 | 0.0516 | 2.6 | 0.00919 | 0.0517 | 2.6 | 0.00934 |
| ASC_TRAIN | -0.404 | 0.0634 | -6.37 | 1.85e-10 | 0.0658 | -6.14 | 8.37e-10 |
| B_COST | -1.28 | 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 | 11.9 | 0 | 0.133 | 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 | 0.000186 | 0.0572 | -17.9 | 0 | 0.000134 | 0.0301 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000137 | -0.0344 | -9.68 | 0 | -0.000296 | -0.0521 | -7.91 | 2.66e-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 | -0.604 | -11.2 | 0 | -0.00467 | -0.607 | -11.2 | 0 |
| B_TIME | B_COST | 0.00236 | 0.316 | -8.37 | 0 | 0.00371 | 0.369 | -8.26 | 2.22e-16 |
| B_TIME_S | ASC_CAR | 0.00296 | 0.416 | 12 | 0 | 0.00283 | 0.412 | 12.5 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00181 | 0.207 | 14.7 | 0 | 0.0014 | 0.16 | 14.8 | 0 |
| B_TIME_S | B_COST | -0.00257 | -0.295 | 17.4 | 0 | -0.00322 | -0.281 | 16.5 | 0 |
| B_TIME_S | B_TIME | -0.0127 | -0.773 | 16.1 | 0 | -0.0114 | -0.738 | 16.7 | 0 |
Smallest eigenvalue: 31.6936
Largest eigenvalue: 1002.69
Condition number: 31.6371