.. 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_mlhs_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_mlhs_500.py: Mixtures of logit with Monte-Carlo 500 MLHS draws ================================================= Estimation of a mixtures of logit models where the integral is approximated using MonteCarlo integration with MLHS draws. :author: Michel Bierlaire, EPFL :date: Thu Apr 13 23:37:44 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_mlhs_500.py') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b07estimation_monte_carlo_mlhs_500.py .. GENERATED FROM PYTHON SOURCE LINES 22-28 .. code-block:: default R = 500 the_draws = bioDraws('B_TIME_RND', 'NORMAL_MLHS') the_biogeme = get_biogeme(the_draws=the_draws, number_of_draws=R) the_biogeme.modelName = 'b07estimation_monte_carlo_mlhs_500' .. rst-class:: sphx-glr-script-out .. code-block:: none File /var/folders/rp/ppksq7xd6_x7p0jb0t73x7vw0000gq/T/tmpya5lp_yq/079077ab-a391-4ce5-9594-61feaa529541 has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 29-31 .. 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_mlhs_500.iter Parameter values restored from __b07estimation_monte_carlo_mlhs_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 0.1 -0.43 -1.2 -2.1 1.4 5.2e+03 0.0074 10 1.1 ++ 1 0.13 -0.41 -1.3 -2.2 1.6 5.2e+03 0.00096 1e+02 1.1 ++ 2 0.13 -0.4 -1.3 -2.2 1.6 5.2e+03 1.6e-05 1e+03 1 ++ 3 0.13 -0.4 -1.3 -2.2 1.6 5.2e+03 4.6e-09 1e+03 1 ++ .. GENERATED FROM PYTHON SOURCE LINES 32-34 .. code-block:: default print(results.short_summary()) .. rst-class:: sphx-glr-script-out .. code-block:: none Results for model b07estimation_monte_carlo_mlhs_500 Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5217.204 Akaike Information Criterion: 10444.41 Bayesian Information Criterion: 10478.51 .. GENERATED FROM PYTHON SOURCE LINES 35-37 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
asc_car 0.134004 0.051956 2.579184 9.903396e-03
asc_train -0.404873 0.066146 -6.120903 9.304664e-10
b_cost -1.280591 0.085999 -14.890835 0.000000e+00
b_time -2.249351 0.117630 -19.122260 0.000000e+00
b_time_s 1.647880 0.135517 12.159937 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 51.636 seconds) .. _sphx_glr_download_auto_examples_montecarlo_plot_b07estimation_monte_carlo_mlhs_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_mlhs_500.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b07estimation_monte_carlo_mlhs_500.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_