biogeme 3.2.8 [2021-07-26]
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 2021-07-26 18:03:52.018855
| Report file: | 02weight.html |
| Database name: | swissmetro |
Example of a logit model with three alternatives: Train, Car and Swissmetro. Weighted Exogenous Sample Maximum Likelihood estimator (WESML)
| Number of estimated parameters: | 4 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -7016.87 |
| Final log likelihood: | -5273.743 |
| Likelihood ratio test for the init. model: | 3486.253 |
| Rho-square for the init. model: | 0.248 |
| Rho-square-bar for the init. model: | 0.248 |
| Akaike Information Criterion: | 10555.49 |
| Bayesian Information Criterion: | 10582.77 |
| Final gradient norm: | 8.4924E-04 |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 1.466247e-07 |
| Relative change: | 0.001793417698546398 |
| Number of iterations: | 4 |
| Number of function evaluations: | 13 |
| Number of gradient evaluations: | 5 |
| Number of hessian evaluations: | 5 |
| Cause of termination: | Relative gradient = 1.5e-07 <= 6.1e-06 |
| Optimization time: | 0:00:00.036538 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | -0.114 | 0.0432 | -2.65 | 0.00807 | 0.0583 | -1.96 | 0.0499 |
| ASC_TRAIN | -0.757 | 0.056 | -13.5 | 0 | 0.0833 | -9.09 | 0 |
| B_COST | -1.12 | 0.052 | -21.5 | 0 | 0.0677 | -16.5 | 0 |
| B_TIME | -1.32 | 0.0569 | -23.2 | 0 | 0.104 | -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 | 0.0014 | 0.579 | -13.7 | 0 | 0.00393 | 0.81 | -12.9 | 0 |
| B_COST | ASC_CAR | 0.000489 | 0.218 | -16.8 | 0 | 2.52e-05 | 0.00639 | -11.3 | 0 |
| B_COST | ASC_TRAIN | -4.04e-06 | -0.00139 | -4.75 | 2.07e-06 | -0.000882 | -0.156 | -3.15 | 0.00162 |
| B_TIME | ASC_CAR | -0.00145 | -0.591 | -13.5 | 0 | -0.00482 | -0.797 | -7.83 | 4.88e-15 |
| B_TIME | ASC_TRAIN | -0.00227 | -0.711 | -5.41 | 6.39e-08 | -0.00756 | -0.876 | -3.12 | 0.00181 |
| B_TIME | B_COST | 0.000582 | 0.196 | -2.92 | 0.00351 | 0.00226 | 0.323 | -1.94 | 0.0521 |
Smallest eigenvalue: 156.927
Largest eigenvalue: 1501.27
Condition number: 9.56667