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 23:36:24.706839

Report file: 25triangularMixture.html
Database name: swissmetro

Estimation report

Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -6941.957
Final log likelihood: -5214.003
Likelihood ratio test for the init. model: 3455.908
Rho-square for the init. model: 0.249
Rho-square-bar for the init. model: 0.248
Akaike Information Criterion: 10438.01
Bayesian Information Criterion: 10472.11
Final gradient norm: 2.1347E-02
Number of draws: 100000
Draws generation time: 0:12:25.693890
Types of draws: ['B_TIME_RND: TRIANGULAR']
Nbr of threads: 36
Algorithm: Newton with trust region for simple bound constraints
Proportion analytical hessian: 100.0%
Relative projected gradient: 5.945278e-06
Relative change: 1.9108017575292235e-05
Number of iterations: 24
Number of function evaluations: 73
Number of gradient evaluations: 25
Number of hessian evaluations: 25
Cause of termination: Relative gradient = 5.9e-06 <= 6.1e-06
Optimization time: 3:56:29.870427

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR0.1410.05182.730.006420.05212.710.00671
ASC_TRAIN-0.3930.0635-6.195.92e-100.0657-5.982.19e-09
B_COST-1.280.0628-20.400.0863-14.80
B_TIME-2.280.121-18.800.119-19.10
B_TIME_S40.32212.400.307130

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.002070.63-10.500.002260.66-10.70
B_COSTASC_CAR0.0001870.0573-1800.0001450.0322-14.30
B_COSTASC_TRAIN-0.000141-0.0354-9.780-0.000299-0.0527-7.991.33e-15
B_TIMEASC_CAR-0.00405-0.646-15.20-0.00401-0.645-15.30
B_TIMEASC_TRAIN-0.00471-0.613-11.20-0.00485-0.619-11.20
B_TIMEB_COST0.002340.308-8.4400.003640.354-8.310
B_TIME_SASC_CAR0.007230.43312.700.00710.44413.40
B_TIME_SASC_TRAIN0.00480.2351400.004140.20514.60
B_TIME_SB_COST-0.00582-0.28815.30-0.00718-0.27115.50
B_TIME_SB_TIME-0.0307-0.78814.80-0.0279-0.76215.50

Smallest eigenvalue: 8.71585

Largest eigenvalue: 996.111

Condition number: 114.287