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 19:02:17.132461

Report file: 17lognormalMixtureIntegral.html
Database name: swissmetro

Estimation report

Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -5702.072
Final log likelihood: -5231.419
Likelihood ratio test for the init. model: 941.3045
Rho-square for the init. model: 0.0825
Rho-square-bar for the init. model: 0.0817
Akaike Information Criterion: 10472.84
Bayesian Information Criterion: 10506.94
Final gradient norm: 1.0331E-02
Nbr of threads: 36
Algorithm: Newton with trust region for simple bound constraints
Proportion analytical hessian: 100.0%
Relative projected gradient: 1.523567e-06
Relative change: 0.006712718035798404
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: 0:00:03.715140

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR0.1750.058130.002680.06272.790.00534
ASC_TRAIN-0.3460.0676-5.123.12e-070.0733-4.722.34e-06
B_COST-1.380.0746-18.500.0978-14.10
B_TIME0.5760.06538.8200.07128.086.66e-16
B_TIME_S1.240.1031200.1329.350

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.002760.703-10.600.003450.752-10.60
B_COSTASC_CAR-0.000371-0.0854-15.80-0.00106-0.173-12.40
B_COSTASC_TRAIN-0.00069-0.137-9.640-0.0013-0.181-7.815.55e-15
B_TIMEASC_CAR0.002610.6878.154.44e-160.003120.6997.642.22e-14
B_TIMEASC_TRAIN0.003410.77320.500.004180.80120.20
B_TIMEB_COST-0.00156-0.32117.20-0.00281-0.40313.70
B_TIME_SASC_CAR0.001510.25310.200.002350.2838.222.22e-16
B_TIME_SASC_TRAIN0.0004370.062913.300.0001780.018410.60
B_TIME_SB_COST-0.00269-0.3517.90-0.00457-0.35313.80
B_TIME_SB_TIME0.0005930.08835.681.36e-080.0003530.03744.487.42e-06

Smallest eigenvalue: 76.8463

Largest eigenvalue: 1181.07

Condition number: 15.3692