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Mixtures of logit with Monte-Carlo 10_000 Halton drawsΒΆ
Estimation of a mixtures of logit models where the integral is approximated using MonteCarlo integration with Halton draws.
Michel Bierlaire, EPFL Tue Apr 29 2025, 12:15:53
from b07estimation_specification import get_biogeme
from IPython.core.display_functions import display
import biogeme.biogeme_logging as blog
from biogeme.expressions import Draws
from biogeme.results_processing import (
EstimationResults,
get_pandas_estimated_parameters,
)
logger = blog.get_screen_logger(level=blog.INFO)
logger.info('Example b07estimation_monte_carlo_halton.py')
Example b07estimation_monte_carlo_halton.py
R = 10_000
the_draws = Draws('b_time_rnd', 'NORMAL_HALTON2')
the_biogeme = get_biogeme(the_draws=the_draws, number_of_draws=R)
the_biogeme.model_name = 'b07estimation_monte_carlo_halton'
results_file = f'saved_results/{the_biogeme.model_name}.yaml'
Biogeme parameters read from biogeme.toml.
try:
results = EstimationResults.from_yaml_file(filename=results_file)
except FileNotFoundError:
results = the_biogeme.estimate()
print(results.short_summary())
Results for model b07estimation_monte_carlo_halton
Nbr of parameters: 5
Sample size: 10719
Excluded data: 9
Final log likelihood: -8570.985
Akaike Information Criterion: 17151.97
Bayesian Information Criterion: 17188.37
Get the results in a pandas table
pandas_results = get_pandas_estimated_parameters(
estimation_results=results,
)
display(pandas_results)
Name Value Robust std err. Robust t-stat. Robust p-value
0 asc_train -0.467353 0.047971 -9.742337 0.000000e+00
1 b_time -1.863180 0.075890 -24.551114 0.000000e+00
2 b_time_s 1.207743 0.087394 13.819538 0.000000e+00
3 b_cost -0.845652 0.057675 -14.662369 0.000000e+00
4 asc_car 0.180178 0.035154 5.125463 2.968073e-07
Total running time of the script: (0 minutes 14.794 seconds)