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 19:32:39.025656
| Report file: | 07estimationMonteCarlo_mlhs_500.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6880.363 |
| Final log likelihood: | -5215.46 |
| Likelihood ratio test for the init. model: | 3329.806 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10440.92 |
| Bayesian Information Criterion: | 10475.02 |
| Final gradient norm: | 3.4664E-02 |
| Number of draws: | 500 |
| Draws generation time: | 0:00:05.977832 |
| 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: | 6.022101e-06 |
| Relative change: | 0.00013458245761749366 |
| 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: | 0:00:29.407275 |
| 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 | 0.00843 | 0.0517 | 2.63 | 0.00856 |
| ASC_TRAIN | -0.402 | 0.0634 | -6.33 | 2.45e-10 | 0.0658 | -6.1 | 1.07e-09 |
| B_COST | -1.28 | 0.063 | -20.4 | 0 | 0.0861 | -14.9 | 0 |
| B_TIME | -2.25 | 0.119 | -19 | 0 | 0.117 | -19.2 | 0 |
| B_TIME_S | 1.65 | 0.137 | 12 | 0 | 0.13 | 12.7 | 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 | 0.00224 | 0.658 | -10.7 | 0 |
| B_COST | ASC_CAR | 0.00018 | 0.0552 | -17.9 | 0 | 0.00011 | 0.0248 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000143 | -0.0359 | -9.7 | 0 | -0.000326 | -0.0574 | -7.93 | 2.22e-15 |
| B_TIME | ASC_CAR | -0.00393 | -0.642 | -15.2 | 0 | -0.00387 | -0.638 | -15.4 | 0 |
| B_TIME | ASC_TRAIN | -0.00457 | -0.607 | -11.2 | 0 | -0.00477 | -0.617 | -11.1 | 0 |
| B_TIME | B_COST | 0.00238 | 0.318 | -8.42 | 0 | 0.00377 | 0.373 | -8.31 | 0 |
| B_TIME_S | ASC_CAR | 0.00296 | 0.419 | 12.1 | 0 | 0.00284 | 0.423 | 12.8 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00185 | 0.213 | 14.8 | 0 | 0.00159 | 0.187 | 15.3 | 0 |
| B_TIME_S | B_COST | -0.00257 | -0.298 | 17.6 | 0 | -0.00326 | -0.292 | 16.7 | 0 |
| B_TIME_S | B_TIME | -0.0126 | -0.774 | 16.2 | 0 | -0.0114 | -0.747 | 16.9 | 0 |
Smallest eigenvalue: 31.9569
Largest eigenvalue: 1002.75
Condition number: 31.3781