biogeme 2.6a [Mon Apr 17 15:33:55 CEST 2017]

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Michel Bierlaire, Transport and Mobility Laboratory, Ecole Polytechnique Fédérale de Lausanne (EPFL)

This file has automatically been generated on Tue Apr 18 17:06:39 2017

If you drag this HTML file into the Calc application of OpenOffice, or the spreadsheet of LibreOffice, you will be able to perform additional calculations.

Report file: 12estimationMonteCarlo_500.html
Sample file: __bin_swissmetro.dat

Formulas

Car utility: ASC_CAR + ( B_TIME + B_TIME_S * ( Normal(0) ) ) * CAR_TT_SCALED + B_COST * CAR_CO_SCALED
Swissmetro utility: ASC_SM + ( B_TIME + B_TIME_S * ( Normal(0) ) ) * SM_TT_SCALED + B_COST * SM_COST_SCALED
Train utility: ASC_TRAIN + ( B_TIME + B_TIME_S * ( Normal(0) ) ) * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED

Statistics

Alt. 1 available: 6768
Alt. 1 chosen: 908
Alt. 2 available: 6768
Alt. 2 chosen: 4090
Alt. 3 available: 5607
Alt. 3 chosen: 1770
Cte loglikelihood (only for full choice sets): -6257.86
Null loglikelihood: -6964.66

Estimation report

Number of draws: 500
Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -7154.077
Final log likelihood: -5214.876
Likelihood ratio test for the init. model: 3878.403
Rho-square for the init. model: 0.271
Rho-square-bar for the init. model: 0.270
Akaike Information Criterion: 10439.752
Bayesian Information Criterion: 10473.852
Final gradient norm: +3.887e-03
Diagnostic: Trust region algorithm with simple bounds (CGT2000): Convergence reached...
Iterations: 12
Data processing time: 00:00
Run time: 10:25
Nbr of threads: 2

Estimated parameters

Click on the headers of the columns to sort the table [Credits]

Name ValueStd errt-testp-valueRobust Std errRobust t-testp-value
ASC_CAR0.1370.05162.660.010.05172.650.01
ASC_TRAIN-0.4010.0634-6.330.000.0658-6.100.00
B_COST-1.290.0631-20.380.000.0863-14.890.00
B_TIME-2.260.119-18.990.000.117-19.320.00
B_TIME_S1.660.13812.000.000.13112.620.00

Correlation of coefficients

Click on the headers of the columns to sort the table [Credits]

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testp-value
ASC_TRAINB_COST-0.000137-0.03419.720.00-0.000305-0.05367.940.00
B_COSTB_TIME0.002370.3178.420.000.003730.3708.320.00
ASC_CARASC_TRAIN0.002040.62410.550.000.002230.65510.670.00
ASC_TRAINB_TIME-0.00456-0.60411.240.00-0.00469-0.61011.220.00
ASC_CARB_TIME_S0.002970.417-12.100.000.002820.416-12.730.00
ASC_CARB_COST0.0001840.056717.960.000.0001280.028614.320.00
ASC_TRAINB_TIME_S0.001820.208-14.760.000.001450.168-15.070.00
ASC_CARB_TIME-0.00394-0.64215.250.00-0.00385-0.63715.450.00
B_COSTB_TIME_S-0.00258-0.296-17.520.00-0.00322-0.284-16.680.00
B_TIMEB_TIME_S-0.0127-0.773-16.170.00-0.0114-0.740-16.910.00

Smallest singular value: 5.55594