.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/montecarlo/plot_b07estimation_monte_carlo_500.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_montecarlo_plot_b07estimation_monte_carlo_500.py: Mixtures of logit with Monte-Carlo 500 draws ============================================ Estimation of a mixtures of logit models where the integral is approximated using MonteCarlo integration. :author: Michel Bierlaire, EPFL :date: Thu Apr 13 22:42:06 2023 .. GENERATED FROM PYTHON SOURCE LINES 12-17 .. code-block:: default import biogeme.biogeme_logging as blog from biogeme.expressions import bioDraws from b07estimation_specification import get_biogeme .. GENERATED FROM PYTHON SOURCE LINES 18-21 .. code-block:: default logger = blog.get_screen_logger(level=blog.INFO) logger.info('Example b07estimation_monte_carlo_500.py') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b07estimation_monte_carlo_500.py .. GENERATED FROM PYTHON SOURCE LINES 22-24 .. code-block:: default R = 500 .. GENERATED FROM PYTHON SOURCE LINES 25-29 .. code-block:: default the_draws = bioDraws('B_TIME_RND', 'NORMAL') the_biogeme = get_biogeme(the_draws=the_draws, number_of_draws=R) the_biogeme.modelName = 'b07estimation_monte_carlo_500' .. rst-class:: sphx-glr-script-out .. code-block:: none File /var/folders/rp/ppksq7xd6_x7p0jb0t73x7vw0000gq/T/tmpd6pmuo9z/e6e6ba48-d807-45ec-b73e-25410c07336b has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 30-32 .. code-block:: default results = the_biogeme.estimate() .. rst-class:: sphx-glr-script-out .. code-block:: none *** Initial values of the parameters are obtained from the file __b07estimation_monte_carlo_500.iter Parameter values restored from __b07estimation_monte_carlo_500.iter Optimization algorithm: hybrid Newton/BFGS with simple bounds [simple_bounds] ** Optimization: Newton with trust region for simple bounds Iter. asc_car asc_train b_cost b_time b_time_s Function Relgrad Radius Rho 0 0.017 -0.56 -1 -1.6 0.93 5.2e+03 0.011 10 1.1 ++ 1 0.099 -0.43 -1.2 -2 1.4 5.2e+03 0.006 1e+02 1.1 ++ 2 0.13 -0.41 -1.3 -2.2 1.6 5.2e+03 0.00083 1e+03 1.1 ++ 3 0.13 -0.41 -1.3 -2.2 1.6 5.2e+03 2.3e-05 1e+04 1 ++ 4 0.13 -0.41 -1.3 -2.2 1.6 5.2e+03 1.3e-08 1e+04 1 ++ .. GENERATED FROM PYTHON SOURCE LINES 33-35 .. code-block:: default print(results.short_summary()) .. rst-class:: sphx-glr-script-out .. code-block:: none Results for model b07estimation_monte_carlo_500 Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5215.252 Akaike Information Criterion: 10440.5 Bayesian Information Criterion: 10474.6 .. GENERATED FROM PYTHON SOURCE LINES 36-38 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
asc_car 0.134442 0.051770 2.596903 9.406838e-03
asc_train -0.405637 0.066215 -6.126055 9.008445e-10
b_cost -1.284390 0.086353 -14.873717 0.000000e+00
b_time -2.249980 0.117238 -19.191595 0.000000e+00
b_time_s 1.649278 0.140144 11.768419 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 58.164 seconds) .. _sphx_glr_download_auto_examples_montecarlo_plot_b07estimation_monte_carlo_500.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_b07estimation_monte_carlo_500.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b07estimation_monte_carlo_500.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_