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 18:41:36.861947
| Report file: | 11cnl_sparse.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 7 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -6964.663 |
| Final log likelihood: | -5214.049 |
| Likelihood ratio test for the init. model: | 3501.228 |
| Rho-square for the init. model: | 0.251 |
| Rho-square-bar for the init. model: | 0.25 |
| Akaike Information Criterion: | 10442.1 |
| Bayesian Information Criterion: | 10489.84 |
| Final gradient norm: | 3.4459E-02 |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 4.549961e-06 |
| Relative change: | 5.586296310977623e-05 |
| Number of iterations: | 12 |
| Number of function evaluations: | 33 |
| Number of gradient evaluations: | 11 |
| Number of hessian evaluations: | 11 |
| Cause of termination: | Relative gradient = 4.5e-06 <= 6.1e-06 |
| Optimization time: | 0:00:00.518099 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ALPHA_EXISTING | 0.495 | 0.0289 | 17.1 | 0 | 0.0348 | 14.2 | 0 |
| ASC_CAR | -0.24 | 0.0384 | -6.26 | 3.94e-10 | 0.0534 | -4.5 | 6.82e-06 |
| ASC_TRAIN | 0.0981 | 0.0564 | 1.74 | 0.0816 | 0.07 | 1.4 | 0.161 |
| B_COST | -0.819 | 0.0446 | -18.4 | 0 | 0.059 | -13.9 | 0 |
| B_TIME | -0.777 | 0.0558 | -13.9 | 0 | 0.102 | -7.59 | 3.24e-14 |
| MU_EXISTING | 2.51 | 0.175 | 14.4 | 0 | 0.248 | 10.1 | 0 |
| MU_PUBLIC | 4.11 | 0.568 | 7.23 | 4.67e-13 | 0.496 | 8.28 | 2.22e-16 |
| Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|---|---|
| ASC_CAR | ALPHA_EXISTING | 0.000393 | 0.353 | -18.8 | 0 | 0.000809 | 0.436 | -14.9 | 0 |
| ASC_TRAIN | ALPHA_EXISTING | -0.000986 | -0.605 | -5.13 | 2.88e-07 | -0.00103 | -0.422 | -4.39 | 1.11e-05 |
| ASC_TRAIN | ASC_CAR | 0.00065 | 0.3 | 5.85 | 5.02e-09 | 0.00163 | 0.436 | 5.05 | 4.39e-07 |
| B_COST | ALPHA_EXISTING | -0.000393 | -0.305 | -21.9 | 0 | -0.000766 | -0.374 | -16.7 | 0 |
| B_COST | ASC_CAR | -0.000103 | -0.0601 | -9.54 | 0 | -0.000832 | -0.264 | -6.47 | 9.92e-11 |
| B_COST | ASC_TRAIN | 0.00104 | 0.413 | -16.5 | 0 | 0.000867 | 0.21 | -11.3 | 0 |
| B_TIME | ALPHA_EXISTING | -0.000439 | -0.272 | -18.3 | 0 | -0.00137 | -0.385 | -10.6 | 0 |
| B_TIME | ASC_CAR | -0.00132 | -0.614 | -6.31 | 2.73e-10 | -0.00454 | -0.829 | -3.58 | 0.00034 |
| B_TIME | ASC_TRAIN | -0.000275 | -0.0875 | -10.6 | 0 | -0.0028 | -0.39 | -6.04 | 1.52e-09 |
| B_TIME | B_COST | 0.00114 | 0.46 | 0.793 | 0.428 | 0.00307 | 0.509 | 0.476 | 0.634 |
| MU_EXISTING | ALPHA_EXISTING | -0.000948 | -0.188 | 11.1 | 0 | -0.000531 | -0.0615 | 7.99 | 1.33e-15 |
| MU_EXISTING | ASC_CAR | -0.00258 | -0.385 | 14.3 | 0 | -0.00353 | -0.266 | 10.3 | 0 |
| MU_EXISTING | ASC_TRAIN | 0.00169 | 0.172 | 13.9 | 0 | 0.00491 | 0.282 | 10.1 | 0 |
| MU_EXISTING | B_COST | 0.00361 | 0.463 | 21 | 0 | 0.00567 | 0.387 | 14.4 | 0 |
| MU_EXISTING | B_TIME | 0.00653 | 0.671 | 23 | 0 | 0.00854 | 0.336 | 14 | 0 |
| MU_PUBLIC | ALPHA_EXISTING | -0.00763 | -0.464 | 6.21 | 5.29e-10 | -0.0124 | -0.719 | 6.93 | 4.23e-12 |
| MU_PUBLIC | ASC_CAR | 0.00105 | 0.0481 | 7.67 | 1.8e-14 | -0.00845 | -0.319 | 8.44 | 0 |
| MU_PUBLIC | ASC_TRAIN | 0.023 | 0.719 | 7.58 | 3.38e-14 | 0.0157 | 0.451 | 8.56 | 0 |
| MU_PUBLIC | B_COST | 0.00941 | 0.371 | 8.91 | 0 | 0.0131 | 0.449 | 10.4 | 0 |
| MU_PUBLIC | B_TIME | 0.0068 | 0.214 | 8.74 | 0 | 0.023 | 0.453 | 10.6 | 0 |
| MU_PUBLIC | MU_EXISTING | 0.0152 | 0.153 | 2.81 | 0.00498 | 0.0293 | 0.237 | 3.2 | 0.00139 |
Smallest eigenvalue: 3.06725
Largest eigenvalue: 9108.88
Condition number: 2969.72