biogeme 3.2.8 [2022-05-16]
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 2022-05-16 19:31:18.321461
Report file: | 02normal.html |
Database name: | choices |
Number of estimated parameters: | 7 |
Sample size: | 393 |
Excluded observations: | 0 |
Init log likelihood: | -972.4651 |
Final log likelihood: | -497.7344 |
Likelihood ratio test for the init. model: | 949.4613 |
Rho-square for the init. model: | 0.488 |
Rho-square-bar for the init. model: | 0.481 |
Akaike Information Criterion: | 1009.469 |
Bayesian Information Criterion: | 1037.286 |
Final gradient norm: | 1.7702E-03 |
Number of draws: | 100000 |
Draws generation time: | 0:01:05.688801 |
Types of draws: | ['B_OC_RND: NORMAL'] |
Nbr of threads: | 2 |
Algorithm: | Newton with trust region for simple bound constraints |
Proportion analytical hessian: | 100.0% |
Relative projected gradient: | 1.749865e-06 |
Relative change: | 0.00012117350977487306 |
Number of iterations: | 6 |
Number of function evaluations: | 19 |
Number of gradient evaluations: | 7 |
Number of hessian evaluations: | 7 |
Cause of termination: | Relative gradient = 1.7e-06 <= 6.1e-06 |
Optimization time: | 0:54:06.849342 |
Name | Value | Std err | t-test | p-value | Rob. Std err | Rob. t-test | Rob. p-value |
---|---|---|---|---|---|---|---|
ASC_10 | -2.31 | 1.17 | -1.97 | 0.0488 | 1.02 | -2.26 | 0.0241 |
ASC_12 | -4.71 | 1.72 | -2.75 | 0.00602 | 1.47 | -3.2 | 0.00136 |
ASC_4 | -0.339 | 0.669 | -0.507 | 0.612 | 0.564 | -0.601 | 0.548 |
ASC_8 | -1.11 | 0.614 | -1.82 | 0.0694 | 0.543 | -2.05 | 0.04 |
B_INVEST | 0.0637 | 0.043 | 1.48 | 0.139 | 0.0375 | 1.7 | 0.0895 |
B_OC | 2.14 | 0.212 | 10.1 | 0 | 0.183 | 11.7 | 0 |
B_OC_SIGMA | 0.00034 | 0.178 | 0.00191 | 0.998 | 0.00186 | 0.182 | 0.855 |
Coefficient1 | Coefficient2 | Covariance | Correlation | t-test | p-value | Rob. cov. | Rob. corr. | Rob. t-test | Rob. p-value |
---|---|---|---|---|---|---|---|---|---|
ASC_12 | ASC_10 | 1.99 | 0.989 | -4.13 | 3.6e-05 | 1.48 | 0.986 | -4.87 | 1.1e-06 |
ASC_4 | ASC_10 | -0.726 | -0.926 | 1.09 | 0.276 | -0.52 | -0.9 | 1.27 | 0.204 |
ASC_4 | ASC_12 | -1.06 | -0.928 | 1.86 | 0.0628 | -0.75 | -0.904 | 2.19 | 0.0285 |
ASC_8 | ASC_10 | 0.706 | 0.981 | 2.05 | 0.0402 | 0.541 | 0.974 | 2.34 | 0.0194 |
ASC_8 | ASC_12 | 1.03 | 0.975 | 3.2 | 0.00139 | 0.773 | 0.968 | 3.77 | 0.000166 |
ASC_8 | ASC_4 | -0.37 | -0.901 | -0.62 | 0.535 | -0.265 | -0.864 | -0.726 | 0.468 |
B_INVEST | ASC_10 | 0.0471 | 0.935 | 2.1 | 0.036 | 0.0359 | 0.935 | 2.4 | 0.0164 |
B_INVEST | ASC_12 | 0.0683 | 0.925 | 2.85 | 0.00438 | 0.0511 | 0.925 | 3.32 | 0.000886 |
B_INVEST | ASC_4 | -0.026 | -0.902 | 0.569 | 0.569 | -0.0184 | -0.868 | 0.675 | 0.5 |
B_INVEST | ASC_8 | 0.0244 | 0.924 | 2.05 | 0.0402 | 0.0187 | 0.917 | 2.32 | 0.0205 |
B_OC | ASC_10 | -0.09 | -0.363 | 3.52 | 0.000436 | -0.0609 | -0.326 | 4.05 | 5.05e-05 |
B_OC | ASC_12 | -0.141 | -0.388 | 3.79 | 0.000152 | -0.094 | -0.35 | 4.43 | 9.22e-06 |
B_OC | ASC_4 | 0.0443 | 0.313 | 3.9 | 9.68e-05 | 0.0334 | 0.325 | 4.64 | 3.46e-06 |
B_OC | ASC_8 | -0.0443 | -0.341 | 4.55 | 5.3e-06 | -0.0306 | -0.308 | 5.21 | 1.85e-07 |
B_OC | B_INVEST | -0.000303 | -0.0332 | 9.53 | 0 | -1.16e-05 | -0.00169 | 11.1 | 0 |
B_OC_SIGMA | ASC_10 | 0.000106 | 0.000509 | 1.95 | 0.0513 | -3.39e-05 | -0.0178 | 2.26 | 0.0241 |
B_OC_SIGMA | ASC_12 | 0.000126 | 0.000414 | 2.73 | 0.00629 | -5.04e-05 | -0.0184 | 3.2 | 0.00136 |
B_OC_SIGMA | ASC_4 | -7.62e-05 | -0.000642 | 0.491 | 0.624 | -2.02e-05 | -0.0192 | 0.602 | 0.547 |
B_OC_SIGMA | ASC_8 | 6.36e-05 | 0.000584 | 1.75 | 0.0809 | -2.84e-05 | -0.0281 | 2.05 | 0.04 |
B_OC_SIGMA | B_INVEST | 5.49e-06 | 0.000718 | -0.347 | 0.729 | -1.47e-06 | -0.021 | -1.69 | 0.0919 |
B_OC_SIGMA | B_OC | 1.73e-05 | 0.000459 | -7.73 | 1.04e-14 | -1.6e-05 | -0.0471 | -11.7 | 0 |
Smallest eigenvalue: 0.197756
Largest eigenvalue: 54980.7
Condition number: 278024