biogeme 3.2.8 [2021-07-26]

Python package

Home page: http://biogeme.epfl.ch

Submit questions to https://groups.google.com/d/forum/biogeme

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

This file has automatically been generated on 2021-07-26 18:41:24.580909

Report file: 09nested_allAlgos_Simple bounds hybrid 80%.html
Database name: swissmetro

Estimation report

Number of estimated parameters: 5
Sample size: 6768
Excluded observations: 3960
Init log likelihood: -6964.663
Final log likelihood: -5236.9
Likelihood ratio test for the init. model: 3455.526
Rho-square for the init. model: 0.248
Rho-square-bar for the init. model: 0.247
Akaike Information Criterion: 10483.8
Bayesian Information Criterion: 10517.9
Final gradient norm: 9.6471E-03
Nbr of threads: 36
Algorithm: Hybrid Newton [80.0%] with trust region for simple bound constraints
Proportion analytical hessian: 71.4%
Relative projected gradient: 1.899544e-06
Relative change: 0.0037322682586576304
Number of iterations: 7
Number of function evaluations: 20
Number of gradient evaluations: 7
Number of hessian evaluations: 5
Cause of termination: Relative gradient = 1.9e-06 <= 6.1e-06
Optimization time: 0:00:00.136254

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_CAR-0.1670.0371-4.56.76e-060.0545-3.070.00217
ASC_TRAIN-0.5120.0452-11.300.0791-6.479.73e-11
B_COST-0.8570.0463-18.500.06-14.30
B_TIME-0.8990.057-15.800.107-8.390
MU2.050.11817.500.16412.50

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_TRAINASC_CAR0.001210.721-10.900.003680.852-7.951.78e-15
B_COSTASC_CAR5.56e-050.0324-11.80-0.000412-0.126-8.011.11e-15
B_COSTASC_TRAIN0.0003220.154-5.796.84e-09-0.000263-0.0554-3.380.000719
B_TIMEASC_CAR-0.00124-0.585-8.680-0.00483-0.828-4.712.47e-06
B_TIMEASC_TRAIN-0.00121-0.471-4.41.07e-05-0.00656-0.774-2.20.0277
B_TIMEB_COST0.001090.411-0.740.4590.002680.417-0.4260.67
MUASC_CAR-0.000985-0.22516.90-0.0012-0.13412.40
MUASC_TRAIN0.000780.14721.400.002980.22915.50
MUB_COST0.002620.48128.100.003610.366190
MUB_TIME0.003960.59130.800.005220.29717.60

Smallest eigenvalue: 62.9756

Largest eigenvalue: 3148.24

Condition number: 49.9915