.. 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_anti_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_anti_500.py: Mixtures of logit with Monte-Carlo 2000 antithetic MLHS draws ============================================================= Estimation of a mixtures of logit models where the integral is approximated using MonteCarlo integration with antithetic MLHS draws. :author: Michel Bierlaire, EPFL :date: Thu Apr 13 23:40:02 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_specification_mlhs_anti_500.py') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b07estimation_specification_mlhs_anti_500.py .. GENERATED FROM PYTHON SOURCE LINES 22-27 .. code-block:: default R = 500 the_draws = bioDraws('B_TIME_RND', 'NORMAL_MLHS_ANTI') the_biogeme = get_biogeme(the_draws=the_draws, number_of_draws=R) the_biogeme.modelName = 'b07estimation_monte_carlo_mlhs_anti_500' .. rst-class:: sphx-glr-script-out .. code-block:: none File /var/folders/rp/ppksq7xd6_x7p0jb0t73x7vw0000gq/T/tmpxudid88s/d361d7af-8d8a-48d4-a67e-680ba1d2432c has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 28-30 .. 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_anti_500.iter Parameter values restored from __b07estimation_monte_carlo_mlhs_anti_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 0.14 -0.4 -1.3 -2.3 1.7 5.2e+03 5.6e-05 10 1 ++ 1 0.14 -0.4 -1.3 -2.3 1.7 5.2e+03 4.1e-08 10 1 ++ .. GENERATED FROM PYTHON SOURCE LINES 31-33 .. code-block:: default print(results.shortSummary()) .. rst-class:: sphx-glr-script-out .. code-block:: none The syntax "shortSummary" is deprecated and is replaced by the syntax "short_summary". Results for model b07estimation_monte_carlo_mlhs_anti_500 Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5213.408 Akaike Information Criterion: 10436.82 Bayesian Information Criterion: 10470.92 .. GENERATED FROM PYTHON SOURCE LINES 34-36 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
asc_car 0.139664 0.051825 2.694908 7.040797e-03
asc_train -0.400226 0.065756 -6.086513 1.153960e-09
b_cost -1.285214 0.086556 -14.848263 0.000000e+00
b_time -2.273260 0.117186 -19.398813 0.000000e+00
b_time_s 1.679598 0.126821 13.243863 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 28.407 seconds) .. _sphx_glr_download_auto_examples_montecarlo_plot_b07estimation_monte_carlo_mlhs_anti_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_anti_500.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b07estimation_monte_carlo_mlhs_anti_500.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_