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 18:41:23.981481
| Report file: | 09nested_allAlgos_Simple bounds BFGS.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6964.663 |
| Final log likelihood: | -5236.9 |
| Likelihood ratio test for the init. model: | 3455.526 |
| Rho-square for the init. model: | 0.248 |
| Rho-square-bar for the init. model: | 0.247 |
| Akaike Information Criterion: | 10483.8 |
| Bayesian Information Criterion: | 10517.9 |
| Final gradient norm: | 2.6953E-03 |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 3.541543e-07 |
| Relative change: | 0.0015863226354874767 |
| Number of iterations: | 5 |
| Number of function evaluations: | 16 |
| Number of gradient evaluations: | 6 |
| Number of hessian evaluations: | 6 |
| Cause of termination: | Relative gradient = 3.5e-07 <= 6.1e-06 |
| Optimization time: | 0:00:00.116363 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | -0.167 | 0.0371 | -4.5 | 6.76e-06 | 0.0545 | -3.07 | 0.00217 |
| ASC_TRAIN | -0.512 | 0.0452 | -11.3 | 0 | 0.0791 | -6.47 | 9.73e-11 |
| B_COST | -0.857 | 0.0463 | -18.5 | 0 | 0.06 | -14.3 | 0 |
| B_TIME | -0.899 | 0.057 | -15.8 | 0 | 0.107 | -8.39 | 0 |
| MU | 2.05 | 0.118 | 17.5 | 0 | 0.164 | 12.5 | 0 |
| Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|---|---|
| ASC_TRAIN | ASC_CAR | 0.00121 | 0.721 | -10.9 | 0 | 0.00368 | 0.852 | -7.95 | 1.78e-15 |
| B_COST | ASC_CAR | 5.56e-05 | 0.0324 | -11.8 | 0 | -0.000412 | -0.126 | -8.01 | 1.11e-15 |
| B_COST | ASC_TRAIN | 0.000322 | 0.154 | -5.79 | 6.85e-09 | -0.000263 | -0.0554 | -3.38 | 0.00072 |
| B_TIME | ASC_CAR | -0.00124 | -0.585 | -8.68 | 0 | -0.00483 | -0.828 | -4.71 | 2.47e-06 |
| B_TIME | ASC_TRAIN | -0.00121 | -0.471 | -4.4 | 1.07e-05 | -0.00656 | -0.774 | -2.2 | 0.0277 |
| B_TIME | B_COST | 0.00109 | 0.411 | -0.74 | 0.459 | 0.00268 | 0.417 | -0.426 | 0.67 |
| MU | ASC_CAR | -0.000985 | -0.225 | 16.9 | 0 | -0.0012 | -0.134 | 12.4 | 0 |
| MU | ASC_TRAIN | 0.00078 | 0.147 | 21.4 | 0 | 0.00298 | 0.229 | 15.5 | 0 |
| MU | B_COST | 0.00262 | 0.481 | 28.1 | 0 | 0.00361 | 0.366 | 19 | 0 |
| MU | B_TIME | 0.00396 | 0.591 | 30.8 | 0 | 0.00522 | 0.297 | 17.6 | 0 |
Smallest eigenvalue: 62.9687
Largest eigenvalue: 3148.36
Condition number: 49.9988