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 18:03:54.684577
| Report file: | 03scale.html |
| Database name: | swissmetro |
Illustrates heteroscedastic specification. A different scale is associated with different segments of the sample.
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6964.663 |
| Final log likelihood: | -4976.691 |
| Likelihood ratio test for the init. model: | 3975.945 |
| Rho-square for the init. model: | 0.285 |
| Rho-square-bar for the init. model: | 0.285 |
| Akaike Information Criterion: | 9963.381 |
| Bayesian Information Criterion: | 9997.481 |
| Final gradient norm: | 3.2229E-02 |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 1.134799e-05 |
| Relative change: | 5.760281364175501e-06 |
| Number of iterations: | 10 |
| Number of function evaluations: | 29 |
| Number of gradient evaluations: | 10 |
| Number of hessian evaluations: | 10 |
| Cause of termination: | Relative change = 5.76e-06 <= 1e-05 |
| Optimization time: | 0:00:00.115609 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | -0.0153 | 0.0132 | -1.16 | 0.246 | 0.0185 | -0.829 | 0.407 |
| ASC_TRAIN | -0.447 | 0.0329 | -13.6 | 0 | 0.0411 | -10.9 | 0 |
| B_COST | -0.357 | 0.0304 | -11.8 | 0 | 0.0384 | -9.31 | 0 |
| B_TIME | -0.375 | 0.0315 | -11.9 | 0 | 0.0445 | -8.42 | 0 |
| Scale_group3 | 4.18 | 0.304 | 13.7 | 0 | 0.37 | 11.3 | 0 |
| Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|---|---|
| ASC_TRAIN | ASC_CAR | 0.000207 | 0.475 | -14.8 | 0 | 0.000524 | 0.688 | -13.7 | 0 |
| B_COST | ASC_CAR | 0.000123 | 0.305 | -11.7 | 0 | 0.000185 | 0.26 | -8.99 | 0 |
| B_COST | ASC_TRAIN | 0.000604 | 0.603 | 3.17 | 0.00154 | 0.000866 | 0.548 | 2.37 | 0.0178 |
| B_TIME | ASC_CAR | -6.29e-05 | -0.151 | -9.99 | 0 | -0.000255 | -0.31 | -6.75 | 1.5e-11 |
| B_TIME | ASC_TRAIN | 0.000402 | 0.387 | 2.04 | 0.0418 | 0.000259 | 0.141 | 1.29 | 0.196 |
| B_TIME | B_COST | 0.000753 | 0.786 | -0.843 | 0.399 | 0.00132 | 0.774 | -0.601 | 0.548 |
| Scale_group3 | ASC_CAR | 0.000865 | 0.215 | 13.9 | 0 | 0.002 | 0.292 | 11.5 | 0 |
| Scale_group3 | ASC_TRAIN | 0.00719 | 0.717 | 16.4 | 0 | 0.0108 | 0.708 | 13.5 | 0 |
| Scale_group3 | B_COST | 0.00788 | 0.851 | 16.3 | 0 | 0.0126 | 0.884 | 13.5 | 0 |
| Scale_group3 | B_TIME | 0.008 | 0.834 | 16.3 | 0 | 0.0121 | 0.732 | 13.4 | 0 |
Smallest eigenvalue: 10.5761
Largest eigenvalue: 20380.1
Condition number: 1926.99