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

Estimation report

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

Estimated parameters

NameValueStd errt-testp-valueRob. Std errRob. t-testRob. p-value
ASC_10-2.311.17-1.970.04881.02-2.260.0241
ASC_12-4.711.72-2.750.006021.47-3.20.00136
ASC_4-0.3390.669-0.5070.6120.564-0.6010.548
ASC_8-1.110.614-1.820.06940.543-2.050.04
B_INVEST0.06370.0431.480.1390.03751.70.0895
B_OC2.140.21210.100.18311.70
B_OC_SIGMA0.000340.1780.001910.9980.001860.1820.855

Correlation of coefficients

Coefficient1Coefficient2CovarianceCorrelationt-testp-valueRob. cov.Rob. corr.Rob. t-testRob. p-value
ASC_12ASC_101.990.989-4.133.6e-051.480.986-4.871.1e-06
ASC_4ASC_10-0.726-0.9261.090.276-0.52-0.91.270.204
ASC_4ASC_12-1.06-0.9281.860.0628-0.75-0.9042.190.0285
ASC_8ASC_100.7060.9812.050.04020.5410.9742.340.0194
ASC_8ASC_121.030.9753.20.001390.7730.9683.770.000166
ASC_8ASC_4-0.37-0.901-0.620.535-0.265-0.864-0.7260.468
B_INVESTASC_100.04710.9352.10.0360.03590.9352.40.0164
B_INVESTASC_120.06830.9252.850.004380.05110.9253.320.000886
B_INVESTASC_4-0.026-0.9020.5690.569-0.0184-0.8680.6750.5
B_INVESTASC_80.02440.9242.050.04020.01870.9172.320.0205
B_OCASC_10-0.09-0.3633.520.000436-0.0609-0.3264.055.05e-05
B_OCASC_12-0.141-0.3883.790.000152-0.094-0.354.439.22e-06
B_OCASC_40.04430.3133.99.68e-050.03340.3254.643.46e-06
B_OCASC_8-0.0443-0.3414.555.3e-06-0.0306-0.3085.211.85e-07
B_OCB_INVEST-0.000303-0.03329.530-1.16e-05-0.0016911.10
B_OC_SIGMAASC_100.0001060.0005091.950.0513-3.39e-05-0.01782.260.0241
B_OC_SIGMAASC_120.0001260.0004142.730.00629-5.04e-05-0.01843.20.00136
B_OC_SIGMAASC_4-7.62e-05-0.0006420.4910.624-2.02e-05-0.01920.6020.547
B_OC_SIGMAASC_86.36e-050.0005841.750.0809-2.84e-05-0.02812.050.04
B_OC_SIGMAB_INVEST5.49e-060.000718-0.3470.729-1.47e-06-0.021-1.690.0919
B_OC_SIGMAB_OC1.73e-050.000459-7.731.04e-14-1.6e-05-0.0471-11.70

Smallest eigenvalue: 0.197756

Largest eigenvalue: 54980.7

Condition number: 278024