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 19:32:47.804825
Report file: | 07estimationMonteCarlo_mlhs_anti_500.html |
Database name: | swissmetro |
Number of estimated parameters: | 5 |
Sample size: | 6768 |
Excluded observations: | 3960 |
Init log likelihood: | -6879.281 |
Final log likelihood: | -5216.902 |
Likelihood ratio test for the init. model: | 3324.758 |
Rho-square for the init. model: | 0.242 |
Rho-square-bar for the init. model: | 0.241 |
Akaike Information Criterion: | 10443.8 |
Bayesian Information Criterion: | 10477.9 |
Final gradient norm: | 4.0179E-02 |
Number of draws: | 500 |
Draws generation time: | 0:00:04.783043 |
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: | 5.262883e-06 |
Relative change: | 0.00022687869051212149 |
Number of iterations: | 6 |
Number of function evaluations: | 19 |
Number of gradient evaluations: | 7 |
Number of hessian evaluations: | 7 |
Cause of termination: | Relative gradient = 5.3e-06 <= 6.1e-06 |
Optimization time: | 0:00:26.358475 |
Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
---|---|---|---|---|---|---|---|
ASC_CAR | 0.133 | 0.0516 | 2.58 | 0.00982 | 0.0517 | 2.58 | 0.01 |
ASC_TRAIN | -0.406 | 0.0634 | -6.41 | 1.42e-10 | 0.0659 | -6.17 | 6.93e-10 |
B_COST | -1.28 | 0.0629 | -20.4 | 0 | 0.0863 | -14.9 | 0 |
B_TIME | -2.25 | 0.118 | -19 | 0 | 0.116 | -19.3 | 0 |
B_TIME_S | 1.65 | 0.137 | 12 | 0 | 0.13 | 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 | 0.625 | -10.6 | 0 | 0.00224 | 0.657 | -10.7 | 0 |
B_COST | ASC_CAR | 0.000185 | 0.0571 | -17.9 | 0 | 0.000134 | 0.03 | -14.3 | 0 |
B_COST | ASC_TRAIN | -0.000139 | -0.035 | -9.65 | 0 | -0.000304 | -0.0535 | -7.87 | 3.33e-15 |
B_TIME | ASC_CAR | -0.00391 | -0.641 | -15.2 | 0 | -0.00383 | -0.637 | -15.4 | 0 |
B_TIME | ASC_TRAIN | -0.00455 | -0.607 | -11.2 | 0 | -0.00471 | -0.614 | -11.1 | 0 |
B_TIME | B_COST | 0.00235 | 0.316 | -8.37 | 0 | 0.00371 | 0.369 | -8.26 | 2.22e-16 |
B_TIME_S | ASC_CAR | 0.00294 | 0.416 | 12.1 | 0 | 0.00277 | 0.411 | 12.7 | 0 |
B_TIME_S | ASC_TRAIN | 0.00184 | 0.212 | 14.9 | 0 | 0.00145 | 0.168 | 15.1 | 0 |
B_TIME_S | B_COST | -0.00255 | -0.296 | 17.6 | 0 | -0.00319 | -0.284 | 16.7 | 0 |
B_TIME_S | B_TIME | -0.0125 | -0.772 | 16.2 | 0 | -0.0112 | -0.736 | 16.9 | 0 |
Smallest eigenvalue: 32.0854
Largest eigenvalue: 1003.1
Condition number: 31.2634