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 20:12:41.801343
| Report file: | 17lognormalMixture.html |
| Database name: | swissmetro |
| Number of estimated parameters: | 5 |
| Sample size: | 6768 |
| Excluded observations: | 3960 |
| Init log likelihood: | -5702.214 |
| Final log likelihood: | -5231.518 |
| Likelihood ratio test for the init. model: | 941.3929 |
| Rho-square for the init. model: | 0.0825 |
| Rho-square-bar for the init. model: | 0.0817 |
| Akaike Information Criterion: | 10473.04 |
| Bayesian Information Criterion: | 10507.14 |
| Final gradient norm: | 1.0697E-02 |
| Number of draws: | 100000 |
| Draws generation time: | 0:15:53.817763 |
| Types of draws: | ['B_TIME_RND: NORMAL'] |
| Nbr of threads: | 36 |
| Algorithm: | Newton with trust region for simple bound constraints |
| Proportion analytical hessian: | 100.0% |
| Relative projected gradient: | 1.464205e-06 |
| Relative change: | 0.007837849127868037 |
| 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-06 <= 6.1e-06 |
| Optimization time: | 0:48:11.560688 |
| Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|
| ASC_CAR | 0.175 | 0.0582 | 3.01 | 0.00263 | 0.0628 | 2.79 | 0.00532 |
| ASC_TRAIN | -0.346 | 0.0676 | -5.11 | 3.21e-07 | 0.0733 | -4.71 | 2.43e-06 |
| B_COST | -1.38 | 0.0747 | -18.5 | 0 | 0.098 | -14.1 | 0 |
| B_TIME | 0.576 | 0.0654 | 8.81 | 0 | 0.0714 | 8.07 | 6.66e-16 |
| B_TIME_S | 1.24 | 0.103 | 12.1 | 0 | 0.133 | 9.33 | 0 |
| Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | Rob. p-value |
|---|---|---|---|---|---|---|---|---|---|
| ASC_TRAIN | ASC_CAR | 0.00277 | 0.703 | -10.6 | 0 | 0.00347 | 0.752 | -10.6 | 0 |
| B_COST | ASC_CAR | -0.000377 | -0.0868 | -15.8 | 0 | -0.00108 | -0.176 | -12.4 | 0 |
| B_COST | ASC_TRAIN | -0.000694 | -0.137 | -9.64 | 0 | -0.00131 | -0.182 | -7.81 | 6e-15 |
| B_TIME | ASC_CAR | 0.00262 | 0.688 | 8.14 | 4.44e-16 | 0.00314 | 0.7 | 7.63 | 2.35e-14 |
| B_TIME | ASC_TRAIN | 0.00342 | 0.773 | 20.5 | 0 | 0.0042 | 0.801 | 20.2 | 0 |
| B_TIME | B_COST | -0.00157 | -0.321 | 17.2 | 0 | -0.00283 | -0.404 | 13.7 | 0 |
| B_TIME_S | ASC_CAR | 0.00153 | 0.254 | 10.2 | 0 | 0.0024 | 0.287 | 8.22 | 2.22e-16 |
| B_TIME_S | ASC_TRAIN | 0.000448 | 0.0643 | 13.3 | 0 | 0.000214 | 0.022 | 10.5 | 0 |
| B_TIME_S | B_COST | -0.00271 | -0.352 | 17.8 | 0 | -0.00465 | -0.357 | 13.7 | 0 |
| B_TIME_S | B_TIME | 0.000611 | 0.0906 | 5.7 | 1.2e-08 | 0.000406 | 0.0427 | 4.49 | 7e-06 |
Smallest eigenvalue: 76.4006
Largest eigenvalue: 1178.22
Condition number: 15.4216