.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/swissmetro/plot_b10nested_bottom.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_swissmetro_plot_b10nested_bottom.py: Nested logit model normalized from bottom ========================================= Example of a nested logit model where the normalization is done at the bottom level. :author: Michel Bierlaire, EPFL :date: Tue Oct 24 13:40:46 2023 .. GENERATED FROM PYTHON SOURCE LINES 13-20 .. code-block:: default import biogeme.biogeme_logging as blog import biogeme.biogeme as bio from biogeme import models from biogeme.expressions import Beta from biogeme.nests import OneNestForNestedLogit, NestsForNestedLogit .. GENERATED FROM PYTHON SOURCE LINES 21-22 See the data processing script: :ref:`swissmetro_data`. .. GENERATED FROM PYTHON SOURCE LINES 22-39 .. code-block:: default from swissmetro_data import ( database, CHOICE, SM_AV, CAR_AV_SP, TRAIN_AV_SP, TRAIN_TT_SCALED, TRAIN_COST_SCALED, SM_TT_SCALED, SM_COST_SCALED, CAR_TT_SCALED, CAR_CO_SCALED, ) logger = blog.get_screen_logger(level=blog.INFO) logger.info('Example b10nested_bottom.py') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b10nested_bottom.py .. GENERATED FROM PYTHON SOURCE LINES 40-41 Parameters to be estimated. .. GENERATED FROM PYTHON SOURCE LINES 41-47 .. code-block:: default ASC_CAR = Beta('ASC_CAR', 0, None, None, 0) ASC_TRAIN = Beta('ASC_TRAIN', 0, None, None, 0) ASC_SM = Beta('ASC_SM', 0, None, None, 1) B_TIME = Beta('B_TIME', 0, None, None, 0) B_COST = Beta('B_COST', 0, None, None, 0) .. GENERATED FROM PYTHON SOURCE LINES 48-54 This is the scale parameter of the choice model. It is usually normalized to one. In this example, we normalize the nest parameter instead, and estimate the scale parameter for the model. If the lower bound is set to zero, the model cannot be evaluated. Therefore, we set the lower bound to a small number, strictly larger than zero. .. GENERATED FROM PYTHON SOURCE LINES 54-56 .. code-block:: default MU = Beta('MU', 0.5, 0.000001, 1.0, 0) .. GENERATED FROM PYTHON SOURCE LINES 57-58 Definition of the utility functions .. GENERATED FROM PYTHON SOURCE LINES 58-62 .. code-block:: default V1 = ASC_TRAIN + B_TIME * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED V2 = ASC_SM + B_TIME * SM_TT_SCALED + B_COST * SM_COST_SCALED V3 = ASC_CAR + B_TIME * CAR_TT_SCALED + B_COST * CAR_CO_SCALED .. GENERATED FROM PYTHON SOURCE LINES 63-64 Associate utility functions with the numbering of alternatives. .. GENERATED FROM PYTHON SOURCE LINES 64-66 .. code-block:: default V = {1: V1, 2: V2, 3: V3} .. GENERATED FROM PYTHON SOURCE LINES 67-68 Associate the availability conditions with the alternatives. .. GENERATED FROM PYTHON SOURCE LINES 68-70 .. code-block:: default av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP} .. GENERATED FROM PYTHON SOURCE LINES 71-73 Definition of nests. Only the non trival nests must be defined. A trivial nest is a nest containing exactly one alternative. .. GENERATED FROM PYTHON SOURCE LINES 73-80 .. code-block:: default existing = OneNestForNestedLogit( nest_param=1.0, list_of_alternatives=[1, 3], name='existing' ) nests = NestsForNestedLogit(choice_set=list(V), tuple_of_nests=(existing,)) .. GENERATED FROM PYTHON SOURCE LINES 81-85 Definition of the model. This is the contribution of each observation to the log likelihood function. The choice model is a nested logit, with availability conditions, where the scale parameter mu is explicitly involved. .. GENERATED FROM PYTHON SOURCE LINES 85-87 .. code-block:: default logprob = models.lognestedMevMu(V, av, nests, CHOICE, MU) .. GENERATED FROM PYTHON SOURCE LINES 88-89 Create the Biogeme object. .. GENERATED FROM PYTHON SOURCE LINES 89-92 .. code-block:: default the_biogeme = bio.BIOGEME(database, logprob) the_biogeme.modelName = 'b10nested_bottom' .. rst-class:: sphx-glr-script-out .. code-block:: none File biogeme.toml has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 93-94 Estimate the parameters. .. GENERATED FROM PYTHON SOURCE LINES 94-96 .. 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 __b10nested_bottom.iter Cannot read file __b10nested_bottom.iter. Statement is ignored. 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 MU Function Relgrad Radius Rho 0 0.4 -0.85 -0.96 -0.86 1 5.7e+03 0.13 1 0.74 + 1 -0.069 -0.81 -1 -1.2 1 5.3e+03 0.019 10 1 ++ 2 -0.069 -0.81 -1 -1.2 1 5.3e+03 0.019 0.5 -2.3 - 3 -0.19 -0.93 -1.2 -1.5 0.5 5.3e+03 0.017 0.5 0.74 + 4 -0.3 -0.99 -1.6 -1.8 0.54 5.2e+03 0.00089 5 0.97 ++ 5 -0.35 -1.1 -1.8 -1.9 0.48 5.2e+03 0.00059 5 0.87 + 6 -0.34 -1.1 -1.8 -1.8 0.49 5.2e+03 5.7e-05 50 1 ++ 7 -0.34 -1.1 -1.8 -1.8 0.49 5.2e+03 9.3e-08 50 1 ++ Results saved in file b10nested_bottom.html Results saved in file b10nested_bottom.pickle .. GENERATED FROM PYTHON SOURCE LINES 97-99 .. code-block:: default print(results.short_summary()) .. rst-class:: sphx-glr-script-out .. code-block:: none Results for model b10nested_bottom Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5236.9 Akaike Information Criterion: 10483.8 Bayesian Information Criterion: 10517.9 .. GENERATED FROM PYTHON SOURCE LINES 100-102 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
ASC_CAR -0.343348 0.118827 -2.889482 3.858768e-03
ASC_TRAIN -1.051575 0.164976 -6.374109 1.840299e-10
B_COST -1.759647 0.149310 -11.785219 0.000000e+00
B_TIME -1.845915 0.225653 -8.180332 2.220446e-16
MU 0.486839 0.038918 12.509269 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 0.487 seconds) .. _sphx_glr_download_auto_examples_swissmetro_plot_b10nested_bottom.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_b10nested_bottom.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b10nested_bottom.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_