11a. Cross-nested logitΒΆ

Example of a cross-nested logit model with two nests:

  • one with existing alternatives (car and train),

  • one with public transportation alternatives (train and Swissmetro)

Michel Bierlaire, EPFL Sat Jun 21 2025, 16:33:38

from IPython.core.display_functions import display

import biogeme.biogeme_logging as blog
from biogeme.biogeme import BIOGEME
from biogeme.expressions import Beta
from biogeme.models import logcnl
from biogeme.nests import NestsForCrossNestedLogit, OneNestForCrossNestedLogit
from biogeme.results_processing import (
    EstimationResults,
    get_pandas_estimated_parameters,
)

See the data processing script: Data preparation for Swissmetro.

from swissmetro_data import (
    CAR_AV_SP,
    CAR_CO_SCALED,
    CAR_TT_SCALED,
    CHOICE,
    GA,
    SM_AV,
    SM_COST_SCALED,
    SM_HE,
    SM_TT_SCALED,
    TRAIN_AV_SP,
    TRAIN_COST_SCALED,
    TRAIN_HE,
    TRAIN_TT_SCALED,
    database,
)

logger = blog.get_screen_logger(level=blog.INFO)
logger.info('Example b11a_cnl.py')
Example b11a_cnl.py

Parameters to be estimated.

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_swissmetro = Beta('b_time_swissmetro', 0, None, None, 0)
b_time_train = Beta('b_time_train', 0, None, None, 0)
b_time_car = Beta('b_time_car', 0, None, None, 0)
b_cost = Beta('b_cost', 0, None, None, 0)
b_headway_swissmetro = Beta('b_headway_swissmetro', 0, None, None, 0)
b_headway_train = Beta('b_headway_train', 0, None, None, 0)
ga_train = Beta('ga_train', 0, None, None, 0)
ga_swissmetro = Beta('ga_swissmetro', 0, None, None, 0)
existing_nest_parameter = Beta('existing_nest_parameter', 1, 1, 5, 0)
public_nest_parameter = Beta('public_nest_parameter', 1, 1, 5, 0)

Nest membership parameters.

alpha_existing = Beta('alpha_existing', 0.5, 0, 1, 0)
alpha_public = 1 - alpha_existing

Definition of the utility functions

v_train = (
    asc_train
    + b_time_train * TRAIN_TT_SCALED
    + b_cost * TRAIN_COST_SCALED
    + b_headway_train * TRAIN_HE
    + ga_train * GA
)
v_swissmetro = (
    asc_sm
    + b_time_swissmetro * SM_TT_SCALED
    + b_cost * SM_COST_SCALED
    + b_headway_swissmetro * SM_HE
    + ga_swissmetro * GA
)
v_car = asc_car + b_time_car * CAR_TT_SCALED + b_cost * CAR_CO_SCALED

Associate utility functions with the numbering of alternatives

v = {1: v_train, 2: v_swissmetro, 3: v_car}

Associate the availability conditions with the alternatives

av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP}

Definition of nests.

nest_existing = OneNestForCrossNestedLogit(
    nest_param=existing_nest_parameter,
    dict_of_alpha={1: alpha_existing, 2: 0.0, 3: 1.0},
    name='existing',
)

nest_public = OneNestForCrossNestedLogit(
    nest_param=public_nest_parameter,
    dict_of_alpha={1: alpha_public, 2: 1.0, 3: 0.0},
    name='public',
)

nests = NestsForCrossNestedLogit(
    choice_set=[1, 2, 3], tuple_of_nests=(nest_existing, nest_public)
)

The choice model is a cross-nested logit, with availability conditions.

log_probability = logcnl(v, av, nests, CHOICE)

Create the Biogeme object

the_biogeme = BIOGEME(database, log_probability)
the_biogeme.model_name = 'b11a_cnl'
Biogeme parameters read from biogeme.toml.

Estimate the parameters.

try:
    results = EstimationResults.from_yaml_file(
        filename=f'saved_results/{the_biogeme.model_name}.yaml'
    )
except FileNotFoundError:
    results = the_biogeme.estimate()
*** Initial values of the parameters are obtained from the file __b11a_cnl.iter
Cannot read file __b11a_cnl.iter. Statement is ignored.
Starting values for the algorithm: {}
As the model is rather complex, we cancel the calculation of second derivatives. If you want to control the parameters, change the algorithm from "automatic" to "simple_bounds" in the TOML file.
Optimization algorithm: hybrid Newton/BFGS with simple bounds [simple_bounds]
** Optimization: BFGS with trust region for simple bounds
Iter.       asc_train    b_time_train          b_cost b_headway_train        ga_train  alpha_existing existing_nest_p b_time_swissmet b_headway_swiss   ga_swissmetro         asc_car      b_time_car public_nest_par     Function    Relgrad   Radius      Rho
    0               0               0               0               0               0             0.5               1               0               0               0               0               0               1        7e+03         16      0.5    -0.93    -
    1               0               0               0               0               0             0.5               1               0               0               0               0               0               1        7e+03         16     0.25    -0.79    -
    2               0               0               0               0               0             0.5               1               0               0               0               0               0               1        7e+03         16     0.12    -0.66    -
    3               0               0               0               0               0             0.5               1               0               0               0               0               0               1        7e+03         16    0.062    -0.48    -
    4               0               0               0               0               0             0.5               1               0               0               0               0               0               1        7e+03         16    0.031    -0.22    -
    5          -0.031          -0.031          -0.031          -0.031           0.031             0.5               1           0.031           0.031           0.031          -0.031          -0.031               1      6.5e+03        6.1    0.031      0.1    +
    6          -0.032          -0.036          -0.039          -0.029           0.036             0.5               1           0.031               0           0.028          -0.031          -0.035               1      6.2e+03        4.4    0.031     0.72    +
    7          -0.032          -0.036          -0.039          -0.029           0.036             0.5               1           0.031               0           0.028          -0.031          -0.035               1      6.2e+03        4.4    0.016    -0.49    -
    8          -0.016           -0.02          -0.055          -0.013           0.051            0.52               1           0.047           0.016           0.013          -0.047          -0.051               1      5.9e+03       0.56    0.016     0.57    +
    9          -0.016           -0.02          -0.055          -0.013           0.051            0.52               1           0.047           0.016           0.013          -0.047          -0.051               1      5.9e+03       0.56   0.0078     -2.2    -
   10          -0.016           -0.02          -0.055          -0.013           0.051            0.52               1           0.047           0.016           0.013          -0.047          -0.051               1      5.9e+03       0.56   0.0039     -1.5    -
   11          -0.016           -0.02          -0.055          -0.013           0.051            0.52               1           0.047           0.016           0.013          -0.047          -0.051               1      5.9e+03       0.56    0.002    -0.45    -
   12          -0.018          -0.022          -0.057          -0.015           0.053            0.52               1           0.049           0.018           0.011          -0.049          -0.053               1      5.9e+03       0.72    0.002     0.37    +
   13          -0.018          -0.023          -0.057          -0.013           0.053            0.52               1           0.049           0.019           0.011          -0.049          -0.053               1      5.9e+03       0.19    0.002     0.73    +
   14          -0.019          -0.025          -0.059          -0.014           0.055            0.52               1           0.049            0.02          0.0098          -0.049          -0.054               1      5.9e+03        0.2    0.002     0.66    +
   15          -0.019          -0.027          -0.061          -0.013           0.056            0.52               1           0.049           0.019          0.0091          -0.049          -0.055               1      5.9e+03      0.066     0.02        1   ++
   16          -0.025          -0.046           -0.08          -0.017           0.066            0.52               1           0.051           0.013          0.0019          -0.049          -0.064               1      5.9e+03        1.4     0.02     0.19    +
   17          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38      0.2     0.91   ++
   18          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38    0.098      -15    -
   19          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38    0.049      -23    -
   20          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38    0.024      -37    -
   21          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38    0.012      -17    -
   22          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38   0.0061      -12    -
   23          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38   0.0031     -2.3    -
   24          -0.031          -0.065            -0.1          -0.013           0.077            0.52               1           0.053           0.021         -0.0054          -0.049          -0.074               1      5.8e+03       0.38   0.0015    -0.37    -
   25          -0.032          -0.067            -0.1          -0.011           0.079            0.52               1           0.051           0.019         -0.0069          -0.047          -0.075               1      5.8e+03       0.62   0.0015     0.37    +
   26          -0.032          -0.067            -0.1          -0.013           0.079            0.52               1           0.051           0.018         -0.0071          -0.047          -0.075               1      5.8e+03       0.14   0.0015     0.77    +
   27          -0.033          -0.069            -0.1          -0.012            0.08            0.52               1           0.052           0.017         -0.0077          -0.047          -0.076               1      5.8e+03       0.11    0.015     0.97   ++
   28          -0.037          -0.084           -0.12          -0.012           0.089            0.52             1.1           0.053           0.021          -0.014          -0.047          -0.084               1      5.8e+03        0.3     0.15     0.92   ++
   29           -0.08           -0.23           -0.27          -0.011            0.18            0.52             1.1           0.063            0.01          -0.072          -0.048           -0.16               1      5.6e+03       0.42     0.15     0.89    +
   30           -0.12           -0.37           -0.42         -0.0023            0.27            0.53             1.2           0.062            0.02           -0.14          -0.053           -0.24             1.1      5.5e+03        2.4     0.15     0.47    +
   31           -0.15           -0.49           -0.58         -0.0073            0.38            0.55             1.3           0.045          -0.001           -0.21          -0.065           -0.33             1.1      5.3e+03       0.71     0.15     0.73    +
   32           -0.16           -0.58           -0.73         -0.0042            0.53            0.59             1.4          -0.024           0.002            -0.3          -0.099           -0.44             1.2      5.2e+03       0.75     0.15     0.83    +
   33           -0.17           -0.66           -0.86         -0.0063            0.68            0.65             1.5           -0.14         -0.0061           -0.39           -0.13           -0.54             1.3      5.1e+03       0.54     0.15     0.74    +
   34           -0.18           -0.74           -0.94          -0.004             0.8             0.7             1.6            -0.3          0.0027           -0.45           -0.16           -0.59             1.3      5.1e+03       0.81     0.15     0.86    +
   35            -0.2           -0.84              -1         -0.0067            0.91            0.74             1.7           -0.43         -0.0018           -0.49           -0.24           -0.74             1.3        5e+03        0.6     0.15     0.69    +
   36            -0.2           -0.84              -1         -0.0067            0.91            0.74             1.7           -0.43         -0.0018           -0.49           -0.24           -0.74             1.3        5e+03        0.6    0.076    0.089    -
   37           -0.22            -0.9           -0.99         -0.0046            0.93            0.75             1.7           -0.51         -0.0017           -0.48           -0.24            -0.7             1.3        5e+03       0.19    0.076     0.58    +
   38           -0.21            -0.9           -0.98         -0.0052            0.95            0.78             1.8           -0.56         -0.0062           -0.47            -0.3           -0.78             1.4        5e+03          1    0.076     0.14    +
   39           -0.23           -0.98              -1         -0.0045            0.98            0.78             1.8           -0.64          0.0014           -0.47            -0.3           -0.75             1.4        5e+03       0.49    0.076     0.54    +
   40           -0.22           -0.97           -0.96         -0.0062            0.97             0.8             1.8           -0.71          -0.005           -0.42           -0.38           -0.81             1.4        5e+03       0.04    0.076     0.71    +
   41           -0.25              -1           -0.94         -0.0041            0.97            0.79             1.8           -0.78         -0.0033           -0.39            -0.4           -0.77             1.4        5e+03      0.066    0.076     0.56    +
   42           -0.26            -1.1           -0.97         -0.0049               1            0.79             1.9           -0.85         -0.0045           -0.37           -0.47           -0.84             1.4        5e+03       0.14    0.076     0.58    +
   43           -0.28            -1.1           -0.97         -0.0043               1            0.76             1.9           -0.93         -0.0032           -0.33           -0.51           -0.81             1.4        5e+03       0.14    0.076     0.44    +
   44           -0.31            -1.1           -0.92          -0.005               1            0.72             1.8           -0.95         -0.0086           -0.28           -0.58           -0.85             1.5        5e+03      0.039    0.076     0.26    +
   45           -0.33            -1.1              -1         -0.0047             1.1            0.73             1.8           -0.97         -0.0068           -0.28           -0.59           -0.85             1.5        5e+03      0.044    0.076     0.51    +
   46           -0.33            -1.1              -1         -0.0047             1.1            0.73             1.8           -0.97         -0.0068           -0.28           -0.59           -0.85             1.5        5e+03      0.044    0.038     -5.3    -
   47           -0.33            -1.1              -1         -0.0047             1.1            0.73             1.8           -0.97         -0.0068           -0.28           -0.59           -0.85             1.5        5e+03      0.044    0.019     -1.7    -
   48           -0.33            -1.1              -1         -0.0047             1.1            0.73             1.8           -0.97         -0.0068           -0.28           -0.59           -0.85             1.5        5e+03      0.044   0.0095    -0.17    -
   49           -0.33            -1.1           -0.99         -0.0045             1.1            0.72             1.8           -0.97         -0.0068           -0.28           -0.59           -0.84             1.5        5e+03     0.0089   0.0095     0.49    +
   50           -0.33            -1.1           -0.99         -0.0045             1.1            0.72             1.8           -0.97         -0.0068           -0.28           -0.59           -0.84             1.5        5e+03     0.0089   0.0048    -0.78    -
   51           -0.33            -1.1           -0.98         -0.0047             1.1            0.72             1.8           -0.97         -0.0075           -0.27           -0.59           -0.85             1.5        5e+03      0.034   0.0048     0.39    +
   52           -0.33            -1.1           -0.98         -0.0047             1.1            0.72             1.8           -0.97          -0.007           -0.27           -0.59           -0.85             1.5        5e+03      0.038   0.0048      0.3    +
   53           -0.34            -1.1           -0.98         -0.0046             1.1            0.72             1.8           -0.98          -0.007           -0.27           -0.59           -0.85             1.5        5e+03     0.0093    0.048     0.94   ++
   54           -0.37            -1.1           -0.96         -0.0047             1.1            0.71             1.8              -1         -0.0078           -0.23           -0.61           -0.86             1.6        5e+03      0.051    0.048     0.64    +
   55           -0.37            -1.1           -0.96         -0.0047             1.1            0.71             1.8              -1         -0.0078           -0.23           -0.61           -0.86             1.6        5e+03      0.051    0.024    -0.36    -
   56           -0.37            -1.1           -0.99         -0.0044             1.1            0.71             1.8           -0.99         -0.0078           -0.23           -0.61           -0.86             1.6        5e+03      0.031    0.024     0.31    +
   57           -0.36            -1.1           -0.97         -0.0046             1.2            0.69             1.8              -1         -0.0074           -0.22           -0.61           -0.86             1.6        5e+03      0.015    0.024     0.54    +
   58           -0.36            -1.1           -0.97         -0.0046             1.2            0.69             1.8              -1         -0.0074           -0.22           -0.61           -0.86             1.6        5e+03      0.015    0.012    -0.21    -
   59           -0.37            -1.1           -0.98         -0.0045             1.1             0.7             1.8           -0.99         -0.0081            -0.2           -0.61           -0.86             1.6        5e+03       0.01    0.012      0.6    +
   60           -0.37            -1.1           -0.98         -0.0045             1.1             0.7             1.8           -0.99         -0.0081            -0.2           -0.61           -0.86             1.6        5e+03       0.01    0.006    -0.22    -
   61           -0.37            -1.1           -0.98         -0.0045             1.1             0.7             1.8              -1         -0.0076            -0.2           -0.61           -0.86             1.6        5e+03     0.0093    0.006     0.47    +
   62           -0.37            -1.1           -0.98         -0.0045             1.2             0.7             1.8              -1          -0.008            -0.2           -0.61           -0.86             1.6        5e+03    0.00044    0.006     0.68    +
   63           -0.36            -1.1           -0.98         -0.0046             1.2             0.7             1.8              -1         -0.0078           -0.19           -0.61           -0.86             1.6        5e+03     0.0083    0.006     0.73    +
   64           -0.36            -1.1           -0.98         -0.0045             1.2            0.69             1.8              -1         -0.0079           -0.19           -0.61           -0.86             1.6        5e+03     0.0029    0.006     0.81    +
   65           -0.36            -1.1           -0.98         -0.0045             1.2            0.69             1.8              -1         -0.0077           -0.19           -0.61           -0.86             1.6        5e+03    0.00042    0.006     0.89    +
   66           -0.36            -1.1           -0.98         -0.0045             1.2            0.69             1.8              -1          -0.008           -0.18           -0.61           -0.87             1.6        5e+03     0.0036    0.006     0.78    +
   67           -0.36            -1.1           -0.98         -0.0045             1.2            0.69             1.8              -1         -0.0078           -0.18           -0.61           -0.86             1.6        5e+03     0.0063    0.006     0.87    +
   68           -0.36            -1.1           -0.98         -0.0045             1.2            0.69             1.8              -1          -0.008           -0.18           -0.61           -0.87             1.7        5e+03      0.005     0.06      0.9   ++
   69           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.7              -1         -0.0076           -0.14            -0.6           -0.87             1.7        5e+03      0.028     0.06     0.61    +
   70           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.7              -1         -0.0076           -0.14            -0.6           -0.87             1.7        5e+03      0.028     0.03      -14    -
   71           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.7              -1         -0.0076           -0.14            -0.6           -0.87             1.7        5e+03      0.028    0.015     -5.4    -
   72           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.7              -1         -0.0076           -0.14            -0.6           -0.87             1.7        5e+03      0.028   0.0075     -1.5    -
   73           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.7              -1         -0.0076           -0.14            -0.6           -0.87             1.7        5e+03      0.028   0.0037     -0.1    -
   74           -0.34            -1.1           -0.98         -0.0044             1.2            0.67             1.7              -1         -0.0079           -0.15            -0.6           -0.87             1.7        5e+03      0.013   0.0037     0.53    +
   75           -0.34            -1.1           -0.98         -0.0045             1.2            0.67             1.7              -1         -0.0077           -0.14            -0.6           -0.87             1.7        5e+03    0.00096   0.0037     0.23    +
   76           -0.34            -1.1           -0.98         -0.0045             1.2            0.67             1.7              -1         -0.0078           -0.15            -0.6           -0.87             1.7        5e+03     0.0015   0.0037     0.89    +
   77           -0.34            -1.1           -0.98         -0.0045             1.2            0.67             1.7              -1         -0.0077           -0.15            -0.6           -0.87             1.7        5e+03     0.0081   0.0037     0.62    +
   78           -0.34            -1.1           -0.98         -0.0044             1.2            0.67             1.7              -1         -0.0079           -0.15            -0.6           -0.87             1.7        5e+03     0.0091   0.0037      0.8    +
   79           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.7              -1         -0.0077           -0.15            -0.6           -0.87             1.7        5e+03     0.0054   0.0037      0.6    +
   80           -0.34            -1.1           -0.98         -0.0045             1.2            0.67             1.8              -1         -0.0078           -0.15            -0.6           -0.87             1.7        5e+03     0.0024   0.0037     0.78    +
   81           -0.34            -1.1           -0.97         -0.0045             1.2            0.67             1.8              -1         -0.0078           -0.15            -0.6           -0.87             1.7        5e+03     0.0075   0.0037     0.75    +
   82           -0.34            -1.1           -0.98         -0.0045             1.2            0.67             1.8              -1         -0.0077           -0.15            -0.6           -0.86             1.7        5e+03     0.0012   0.0037     0.77    +
   83           -0.33            -1.1           -0.98         -0.0044             1.2            0.67             1.8              -1         -0.0078           -0.15            -0.6           -0.86             1.7        5e+03     0.0049   0.0037     0.75    +
   84           -0.33            -1.1           -0.97         -0.0044             1.2            0.67             1.8              -1         -0.0077           -0.15            -0.6           -0.86             1.7        5e+03     0.0018   0.0037      0.9    +
   85           -0.33            -1.1           -0.98         -0.0044             1.2            0.66             1.8              -1         -0.0078           -0.15            -0.6           -0.86             1.8        5e+03     0.0025    0.037     0.99   ++
   86           -0.33            -1.1           -0.98         -0.0044             1.2            0.66             1.8              -1         -0.0078           -0.15            -0.6           -0.86             1.8        5e+03     0.0025    0.019    -0.31    -
   87           -0.33            -1.1           -0.97         -0.0044             1.2            0.66             1.8              -1         -0.0076           -0.15            -0.6           -0.86             1.8        5e+03       0.02    0.019     0.38    +
   88           -0.33            -1.1           -0.97         -0.0044             1.2            0.66             1.8              -1         -0.0076           -0.15            -0.6           -0.86             1.8        5e+03       0.02   0.0093       -1    -
   89           -0.32            -1.1           -0.97         -0.0044             1.2            0.66             1.8              -1         -0.0078           -0.14           -0.61           -0.86             1.8        5e+03     0.0038   0.0093     0.19    +
   90           -0.32            -1.1           -0.98         -0.0044             1.2            0.66             1.8              -1         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0028   0.0093     0.24    +
   91           -0.32            -1.1           -0.97         -0.0044             1.2            0.65             1.8           -0.99         -0.0076           -0.15           -0.61           -0.86             1.8        5e+03     0.0044   0.0093     0.35    +
   92           -0.32            -1.1           -0.97         -0.0044             1.2            0.65             1.8           -0.99         -0.0076           -0.15           -0.61           -0.86             1.8        5e+03     0.0044   0.0047    -0.36    -
   93           -0.32            -1.1           -0.97         -0.0044             1.2            0.66             1.8           -0.99         -0.0079           -0.14            -0.6           -0.86             1.8        5e+03     0.0017   0.0047     0.12    +
   94           -0.32            -1.1           -0.98         -0.0044             1.2            0.65             1.8              -1         -0.0077           -0.14            -0.6           -0.86             1.8        5e+03      0.012   0.0047     0.82    +
   95           -0.32            -1.1           -0.98         -0.0044             1.2            0.65             1.8              -1         -0.0077           -0.14            -0.6           -0.86             1.8        5e+03      0.012   0.0023    -0.35    -
   96           -0.32            -1.1           -0.97         -0.0044             1.2            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03      0.001   0.0023      0.7    +
   97           -0.32            -1.1           -0.98         -0.0044             1.2            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0035   0.0023     0.74    +
   98           -0.32            -1.1           -0.98         -0.0044             1.2            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0035   0.0012    -0.11    -
   99           -0.32            -1.1           -0.97         -0.0044             1.2            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0024   0.0012     0.46    +
  100           -0.32            -1.1           -0.97         -0.0044             1.2            0.65             1.8           -0.99         -0.0078           -0.14           -0.61           -0.86             1.8        5e+03    0.00023    0.012     0.94   ++
  101           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0089    0.012     0.49    +
  102           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0089   0.0058     -2.1    -
  103           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0089   0.0029    -0.82    -
  104           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14            -0.6           -0.86             1.8        5e+03    0.00039   0.0029     0.31    +
  105           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14            -0.6           -0.86             1.8        5e+03    0.00039   0.0015    -0.23    -
  106           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0078           -0.14           -0.61           -0.86             1.8        5e+03    0.00041   0.0015     0.79    +
  107           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00033   0.0015     0.68    +
  108           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00069   0.0015     0.72    +
  109           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011    0.015     0.99   ++
  110           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011   0.0073     -1.3    -
  111           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011   0.0036    -0.07    -
  112           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0057   0.0036      0.2    +
  113           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0057   0.0018    -0.83    -
  114           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00087   0.0018      0.3    +
  115           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00087  0.00091     -3.9    -
  116           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00087  0.00045    -0.26    -
  117           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0019  0.00045     0.58    +
  118           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0012  0.00045     0.67    +
  119           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00032  0.00045      0.6    +
  120           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0002  0.00045     0.86    +
  121           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00012  0.00045     0.77    +
  122           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00023   0.0045      0.9   ++
  123           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00023   0.0023    -0.23    -
  124           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00019   0.0023     0.47    +
  125           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00019   0.0011    -0.35    -
  126           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03     0.0018   0.0011      0.2    +
  127           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03      6e-05   0.0011     0.57    +
  128           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03      6e-05  0.00057     -1.7    -
  129           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03      6e-05  0.00028    0.029    -
  130           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00049  0.00028     0.38    +
  131           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    5.6e-05  0.00028     0.61    +
  132           -0.31            -1.1           -0.97         -0.0044             1.1            0.65             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    5.6e-05  0.00014       -1    -
  133           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00028  0.00014     0.29    +
  134           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    1.3e-05   0.0014     0.92   ++
  135           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011   0.0014     0.22    +
  136           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011  0.00071      -12    -
  137           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011  0.00036     -3.7    -
  138           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    0.00011  0.00018     -0.6    -
  139           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    2.2e-05  0.00018     0.46    +
  140           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    2.2e-05  8.9e-05     -1.4    -
  141           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    2.5e-05  8.9e-05     0.61    +
  142           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    2.5e-05  4.4e-05     -4.7    -
  143           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    2.5e-05  2.2e-05     -0.8    -
  144           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    1.3e-05  2.2e-05     0.25    +
  145           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    1.2e-05  0.00022      0.9   ++
  146           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    1.2e-05  0.00011     -1.8    -
  147           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    1.2e-05  5.6e-05     -1.3    -
  148           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03    1.2e-05  2.8e-05    -0.22    -
  149           -0.31            -1.1           -0.97         -0.0044             1.1            0.64             1.8           -0.99         -0.0077           -0.14           -0.61           -0.86             1.8        5e+03      1e-06  2.8e-05     0.66    -
Optimization algorithm has converged.
Relative gradient: 1.011991302601317e-06
Cause of termination: Relative gradient = 1e-06 <= 6.1e-06
Number of function evaluations: 341
Number of gradient evaluations: 191
Number of hessian evaluations: 0
Algorithm: BFGS with trust region for simple bound constraints
Number of iterations: 150
Proportion of Hessian calculation: 0/95 = 0.0%
Optimization time: 0:00:03.365394
Calculate second derivatives and BHHH
File b11a_cnl.html has been generated.
File b11a_cnl.yaml has been generated.
print(results.short_summary())
Results for model b11a_cnl
Nbr of parameters:              13
Sample size:                    6768
Excluded data:                  3960
Final log likelihood:           -4997.865
Akaike Information Criterion:   10021.73
Bayesian Information Criterion: 10110.39
pandas_results = get_pandas_estimated_parameters(estimation_results=results)
display(pandas_results)
                       Name     Value  ...  Robust t-stat.  Robust p-value
0                 asc_train -0.308465  ...       -1.541500    1.231951e-01
1              b_time_train -1.073896  ...       -7.579054    3.486100e-14
2                    b_cost -0.973726  ...      -14.711229    0.000000e+00
3           b_headway_train -0.004366  ...       -4.491560    7.070336e-06
4                  ga_train  1.142978  ...        4.934247    8.046038e-07
5            alpha_existing  0.644707  ...        3.744259    1.809270e-04
6   existing_nest_parameter  1.771215  ...        7.695616    1.398881e-14
7         b_time_swissmetro -0.991511  ...       -5.574074    2.488505e-08
8      b_headway_swissmetro -0.007724  ...       -2.601172    9.290596e-03
9             ga_swissmetro -0.138849  ...       -0.861538    3.889421e-01
10                  asc_car -0.606265  ...       -4.886097    1.028545e-06
11               b_time_car -0.857011  ...       -6.760465    1.375500e-11
12    public_nest_parameter  1.839948  ...        3.953511    7.701258e-05

[13 rows x 5 columns]

Total running time of the script: (0 minutes 10.165 seconds)

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