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 19:34:34.609180
| Report file: | 07estimationMonteCarlo_mlhs_anti.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6879.696 |
| Final log likelihood: | -5214.076 |
| Likelihood ratio test for the init. model: | 3331.241 |
| Rho-square for the init. model: | 0.242 |
| Rho-square-bar for the init. model: | 0.241 |
| Akaike Information Criterion: | 10438.15 |
| Bayesian Information Criterion: | 10472.25 |
| Final gradient norm: | 2.7315E-02 |
| Number of draws: | 2000 |
| Draws generation time: | 0:00:19.144680 |
| Types of draws: | ['B_TIME_RND: NORMAL_MLHS_ANTI'] |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 5.249949e-06 |
| Relative change: | 0.00012616335989399196 |
| Number of iterations: | 7 |
| Number of function evaluations: | 22 |
| Number of gradient evaluations: | 8 |
| Number of hessian evaluations: | 8 |
| Cause of termination: | Relative gradient = 5.2e-06 <= 6.1e-06 |
| Optimization time: | 0:02:01.324707 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.138 | 0.0516 | 2.67 | 0.00758 | 0.0517 | 2.66 | 0.00771 |
| ASC_TRAIN | -0.402 | 0.0634 | -6.33 | 2.39e-10 | 0.0657 | -6.11 | 9.77e-10 |
| B_COST | -1.29 | 0.0631 | -20.4 | 0 | 0.0864 | -14.9 | 0 |
| B_TIME | -2.26 | 0.119 | -19 | 0 | 0.117 | -19.3 | 0 |
| B_TIME_S | 1.66 | 0.137 | 12.1 | 0 | 0.129 | 12.8 | 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 | -10.6 | 0 | 0.00223 | 0.656 | -10.7 | 0 |
| B_COST | ASC_CAR | 0.000186 | 0.0571 | -18 | 0 | 0.000132 | 0.0294 | -14.3 | 0 |
| B_COST | ASC_TRAIN | -0.000138 | -0.0344 | -9.73 | 0 | -0.000303 | -0.0534 | -7.95 | 1.78e-15 |
| B_TIME | ASC_CAR | -0.00394 | -0.641 | -15.3 | 0 | -0.00386 | -0.638 | -15.5 | 0 |
| B_TIME | ASC_TRAIN | -0.00457 | -0.605 | -11.3 | 0 | -0.00471 | -0.613 | -11.2 | 0 |
| B_TIME | B_COST | 0.00237 | 0.316 | -8.44 | 0 | 0.00372 | 0.367 | -8.33 | 0 |
| B_TIME_S | ASC_CAR | 0.00296 | 0.419 | 12.3 | 0 | 0.00283 | 0.423 | 13 | 0 |
| B_TIME_S | ASC_TRAIN | 0.00185 | 0.213 | 14.9 | 0 | 0.00155 | 0.182 | 15.4 | 0 |
| B_TIME_S | B_COST | -0.00255 | -0.295 | 17.7 | 0 | -0.00317 | -0.283 | 16.9 | 0 |
| B_TIME_S | B_TIME | -0.0126 | -0.775 | 16.3 | 0 | -0.0113 | -0.747 | 17 | 0 |
Smallest eigenvalue: 31.8871
Largest eigenvalue: 1000.58
Condition number: 31.379