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07estimationMonteCarlo_anti.html
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07estimationMonteCarlo_anti.html
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<html>
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<title>07estimationMonteCarlo_anti - Report from biogeme 3.2.8 [2021-07-27]</title>
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<p>biogeme 3.2.8 [2021-07-27]</p>
<p><a href="https://www.python.org/" target="_blank">Python</a> package</p>
<p>Home page: <a href="http://biogeme.epfl.ch" target="_blank">http://biogeme.epfl.ch</a></p>
<p>Submit questions to <a href="https://groups.google.com/d/forum/biogeme" target="_blank">https://groups.google.com/d/forum/biogeme</a></p>
<p><a href="http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>, <a href="http://transp-or.epfl.ch">Transport and Mobility Laboratory</a>, <a href="http://www.epfl.ch">Ecole Polytechnique Fédérale de Lausanne (EPFL)</a></p>
<p>This file has automatically been generated on 2021-07-27 19:33:08.867938</p>
<table>
<tr class=biostyle><td align=right><strong>Report file</strong>: </td><td>07estimationMonteCarlo_anti.html</td></tr>
<tr class=biostyle><td align=right><strong>Database name</strong>: </td><td>swissmetro</td></tr>
</table>
<h1>Estimation report</h1>
<table border="0">
<tr class=biostyle><td align=right ><strong>Number of estimated parameters</strong>: </td> <td>5</td></tr>
<tr class=biostyle><td align=right ><strong>Sample size</strong>: </td> <td>6768</td></tr>
<tr class=biostyle><td align=right ><strong>Excluded observations</strong>: </td> <td>3960</td></tr>
<tr class=biostyle><td align=right ><strong>Init log likelihood</strong>: </td> <td>-6879.496</td></tr>
<tr class=biostyle><td align=right ><strong>Final log likelihood</strong>: </td> <td>-5215.379</td></tr>
<tr class=biostyle><td align=right ><strong>Likelihood ratio test for the init. model</strong>: </td> <td>3328.233</td></tr>
<tr class=biostyle><td align=right ><strong>Rho-square for the init. model</strong>: </td> <td>0.242</td></tr>
<tr class=biostyle><td align=right ><strong>Rho-square-bar for the init. model</strong>: </td> <td>0.241</td></tr>
<tr class=biostyle><td align=right ><strong>Akaike Information Criterion</strong>: </td> <td>10440.76</td></tr>
<tr class=biostyle><td align=right ><strong>Bayesian Information Criterion</strong>: </td> <td>10474.86</td></tr>
<tr class=biostyle><td align=right ><strong>Final gradient norm</strong>: </td> <td>2.9418E-02</td></tr>
<tr class=biostyle><td align=right ><strong>Number of draws</strong>: </td> <td>2000</td></tr>
<tr class=biostyle><td align=right ><strong>Draws generation time</strong>: </td> <td>0:00:16.160494</td></tr>
<tr class=biostyle><td align=right ><strong>Types of draws</strong>: </td> <td>['B_TIME_RND: NORMAL_ANTI']</td></tr>
<tr class=biostyle><td align=right ><strong>Nbr of threads</strong>: </td> <td>36</td></tr>
<tr class=biostyle><td align=right ><strong>Algorithm</strong>: </td> <td>Newton with trust region for simple bound constraints</td></tr>
<tr class=biostyle><td align=right ><strong>Proportion analytical hessian</strong>: </td> <td>100.0%</td></tr>
<tr class=biostyle><td align=right ><strong>Relative projected gradient</strong>: </td> <td>5.993932e-06</td></tr>
<tr class=biostyle><td align=right ><strong>Relative change</strong>: </td> <td>0.00011229785083723297</td></tr>
<tr class=biostyle><td align=right ><strong>Number of iterations</strong>: </td> <td>7</td></tr>
<tr class=biostyle><td align=right ><strong>Number of function evaluations</strong>: </td> <td>22</td></tr>
<tr class=biostyle><td align=right ><strong>Number of gradient evaluations</strong>: </td> <td>8</td></tr>
<tr class=biostyle><td align=right ><strong>Number of hessian evaluations</strong>: </td> <td>8</td></tr>
<tr class=biostyle><td align=right ><strong>Cause of termination</strong>: </td> <td>Relative gradient = 6e-06 <= 6.1e-06</td></tr>
<tr class=biostyle><td align=right ><strong>Optimization time</strong>: </td> <td>0:01:56.435791</td></tr>
</table>
<h1>Estimated parameters</h1>
<table border="1">
<tr class=biostyle><th>Name</th><th>Value</th><th>Std err</th><th>t-test</th><th>p-value</th><th>Rob. Std err</th><th>Rob. t-test</th><th>Rob. p-value</th></tr>
<tr class=biostyle><td>ASC_CAR</td><td>0.136</td><td>0.0516</td><td>2.63</td><td>0.00855</td><td>0.0517</td><td>2.63</td><td>0.00866</td></tr>
<tr class=biostyle><td>ASC_TRAIN</td><td>-0.404</td><td>0.0634</td><td>-6.37</td><td>1.93e-10</td><td>0.0659</td><td>-6.13</td><td>8.83e-10</td></tr>
<tr class=biostyle><td>B_COST</td><td>-1.29</td><td>0.063</td><td>-20.4</td><td>0</td><td>0.0863</td><td>-14.9</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME</td><td>-2.25</td><td>0.119</td><td>-19</td><td>0</td><td>0.117</td><td>-19.3</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME_S</td><td>1.65</td><td>0.138</td><td>12</td><td>0</td><td>0.131</td><td>12.6</td><td>0</td></tr>
</table>
<h2>Correlation of coefficients</h2>
<table border="1">
<tr class=biostyle><th>Coefficient1</th><th>Coefficient2</th><th>Covariance</th><th>Correlation</th><th>t-test</th><th>p-value</th><th>Rob. cov.</th><th>Rob. corr.</th><th>Rob. t-test</th><th>Rob. p-value</th></tr>
<tr class=biostyle><td>ASC_TRAIN</td><td>ASC_CAR</td><td>0.00204</td><td>0.623</td><td>-10.6</td><td>0</td><td>0.00223</td><td>0.655</td><td>-10.7</td><td>0</td></tr>
<tr class=biostyle><td>B_COST</td><td>ASC_CAR</td><td>0.000184</td><td>0.0566</td><td>-18</td><td>0</td><td>0.000126</td><td>0.0283</td><td>-14.3</td><td>0</td></tr>
<tr class=biostyle><td>B_COST</td><td>ASC_TRAIN</td><td>-0.000135</td><td>-0.0338</td><td>-9.69</td><td>0</td><td>-0.000301</td><td>-0.053</td><td>-7.92</td><td>2.44e-15</td></tr>
<tr class=biostyle><td>B_TIME</td><td>ASC_CAR</td><td>-0.00392</td><td>-0.641</td><td>-15.2</td><td>0</td><td>-0.00384</td><td>-0.637</td><td>-15.4</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME</td><td>ASC_TRAIN</td><td>-0.00454</td><td>-0.603</td><td>-11.2</td><td>0</td><td>-0.00468</td><td>-0.609</td><td>-11.2</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME</td><td>B_COST</td><td>0.00237</td><td>0.317</td><td>-8.41</td><td>0</td><td>0.00373</td><td>0.371</td><td>-8.32</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME_S</td><td>ASC_CAR</td><td>0.00296</td><td>0.415</td><td>12.1</td><td>0</td><td>0.0028</td><td>0.412</td><td>12.7</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME_S</td><td>ASC_TRAIN</td><td>0.0018</td><td>0.205</td><td>14.7</td><td>0</td><td>0.00141</td><td>0.163</td><td>15</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME_S</td><td>B_COST</td><td>-0.00258</td><td>-0.297</td><td>17.5</td><td>0</td><td>-0.00324</td><td>-0.286</td><td>16.6</td><td>0</td></tr>
<tr class=biostyle><td>B_TIME_S</td><td>B_TIME</td><td>-0.0126</td><td>-0.772</td><td>16.2</td><td>0</td><td>-0.0113</td><td>-0.737</td><td>16.9</td><td>0</td></tr>
</table>
<p>Smallest eigenvalue: 31.7577</p>
<p>Largest eigenvalue: 1001.77</p>
<p>Condition number: 31.5443</p>
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