1: MTC MNL Mode Choice#
import pandas as pd
import larch as lx
This example is a mode choice model built using the MTC example dataset. First we create the Dataset and Model objects:
d = lx.examples.MTC(format="dataset")
d
<xarray.Dataset> Size: 2MB Dimensions: (caseid: 5029, altid: 6) Coordinates: * caseid (caseid) int64 40kB 1 2 3 4 5 6 ... 5024 5025 5026 5027 5028 5029 * altid (altid) int64 48B 1 2 3 4 5 6 alt_names (altid) <U7 168B 'DA' 'SR2' 'SR3+' 'Transit' 'Bike' 'Walk' Data variables: (12/38) chose (caseid, altid) float32 121kB 1.0 0.0 0.0 0.0 ... 0.0 0.0 0.0 0.0 ivtt (caseid, altid) float64 241kB 13.38 18.38 20.38 ... 1.59 6.55 0.0 ovtt (caseid, altid) float64 241kB 2.0 2.0 2.0 15.2 ... 16.0 4.5 0.0 tottime (caseid, altid) float64 241kB 15.38 20.38 22.38 ... 11.05 19.1 totcost (caseid, altid) float64 241kB 70.63 35.32 20.18 ... 75.0 0.0 0.0 hhid (caseid) int64 40kB 2 3 5 6 8 8 ... 9429 9430 9433 9434 9436 9438 ... ... corredis (caseid) int64 40kB 0 1 0 0 0 0 0 0 0 0 0 ... 0 0 0 0 0 0 0 0 0 0 vehbywrk (caseid) float64 40kB 4.0 1.0 0.33 1.0 0.0 ... 2.0 2.0 3.0 3.0 vocc (caseid) int64 40kB 1 0 1 0 2 0 1 1 1 1 0 ... 1 2 1 1 0 1 2 1 1 1 wgt (caseid) int64 40kB 1 1 1 1 1 1 1 1 1 1 1 ... 1 1 1 1 1 1 1 1 1 1 _avail_ (caseid, altid) int8 30kB 1 1 1 1 1 0 1 1 1 ... 1 0 1 1 1 1 1 1 1 avail (caseid, altid) int8 30kB 1 1 1 1 1 0 1 1 1 ... 1 0 1 1 1 1 1 1 1 Attributes: _caseid_: caseid _altid_: altid
m = lx.Model(d)
Then we can build up the utility function. We’ll use some :ref:idco
data first, using
the Model.utility.co
attribute. This attribute is a dict-like object, to which
we can assign :class:LinearFunction
objects for each alternative code.
from larch import PX, P, X
m.utility_co[2] = P("ASC_SR2") + P("hhinc#2") * X("hhinc")
m.utility_co[3] = P("ASC_SR3P") + P("hhinc#3") * X("hhinc")
m.utility_co[4] = P("ASC_TRAN") + P("hhinc#4") * X("hhinc")
m.utility_co[5] = P("ASC_BIKE") + P("hhinc#5") * X("hhinc")
m.utility_co[6] = P("ASC_WALK") + P("hhinc#6") * X("hhinc")
Next we’ll use some idca data, with the utility_ca
attribute. This attribute
is only a single :class:LinearFunction
that is applied across all alternatives
using :ref:idca
data. Because the data is structured to vary across alternatives,
the parameters (and thus the structure of the :class:LinearFunction
) does not need
to vary across alternatives.
m.utility_ca = PX("tottime") + PX("totcost")
Lastly, we need to identify :ref:idca
data that gives the availability for each
alternative, as well as the number of times each alternative is chosen. (In traditional
discrete choice analysis, this is often 0 or 1, but it need not be binary, or even integral.)
m.availability_ca_var = "avail"
m.choice_ca_var = "chose"
And let’s give our model a descriptive title.
m.title = "MTC Example 1 (Simple MNL)"
We can view a summary of the choices and alternative availabilities to make sure the model is set up correctly.
m.choice_avail_summary()
name | chosen | available | |
---|---|---|---|
1 | DA | 3637 | 4755 |
2 | SR2 | 517 | 5029 |
3 | SR3+ | 161 | 5029 |
4 | Transit | 498 | 4003 |
5 | Bike | 50 | 1738 |
6 | Walk | 166 | 1479 |
< Total All Alternatives > | 5029 | <NA> |
We’ll set a parameter cap (bound) at +/- 20, which helps improve the numerical stability of the optimization algorithm used in estimation.
m.set_cap(20)
Having created this model, we can then estimate it:
result = m.maximize_loglike(stderr=True)
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Larch Model Dashboard ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ optimization complete │ │ Log Likelihood Current = -3626.185791 Best = -3626.185791 │ │ ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━━━━┓ │ │ ┃ Parameter ┃ Estimate ┃ Std. Error ┃ t-Stat ┃ Null Val ┃ │ │ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━━━━┩ │ │ │ ASC_BIKE │ -2.376399 │ 0.30451715 │ -7.804 │ 0 │ │ │ │ ASC_SR2 │ -2.1779427 │ 0.10463986 │ -20.81 │ 0 │ │ │ │ ASC_SR3P │ -3.7254057 │ 0.17768404 │ -20.97 │ 0 │ │ │ │ ASC_TRAN │ -0.67102525 │ 0.13259123 │ -5.061 │ 0 │ │ │ │ ASC_WALK │ -0.20671203 │ 0.19410205 │ -1.065 │ 0 │ │ │ │ hhinc#2 │ -0.0021717871 │ 0.0015533642 │ -1.398 │ 0 │ │ │ │ hhinc#3 │ 0.00036546088 │ 0.0025373173 │ 0.144 │ 0 │ │ │ │ hhinc#4 │ -0.0052828484 │ 0.0018287523 │ -2.889 │ 0 │ │ │ │ hhinc#5 │ -0.012807539 │ 0.0053243754 │ -2.405 │ 0 │ │ │ │ hhinc#6 │ -0.0096854051 │ 0.0030330766 │ -3.193 │ 0 │ │ │ │ totcost │ -0.0049202335 │ 0.00023889064 │ -20.6 │ 0 │ │ │ │ tottime │ -0.051346785 │ 0.0030995551 │ -16.57 │ 0 │ │ │ └────────────────────────────────┴────────────────┴────────────────┴────────────┴──────────┘ │ └──────────────────────────────────────────────────────────────────────────────────────────────┘
m.parameter_summary()
Value | Std Err | t Stat | Signif | Null Value | |
---|---|---|---|---|---|
Parameter | |||||
ASC_BIKE | -2.38 | 0.305 | -7.80 | *** | 0.00 |
ASC_SR2 | -2.18 | 0.105 | -20.81 | *** | 0.00 |
ASC_SR3P | -3.73 | 0.178 | -20.97 | *** | 0.00 |
ASC_TRAN | -0.671 | 0.133 | -5.06 | *** | 0.00 |
ASC_WALK | -0.207 | 0.194 | -1.06 | 0.00 | |
hhinc#2 | -0.00217 | 0.00155 | -1.40 | 0.00 | |
hhinc#3 | 0.000365 | 0.00254 | 0.14 | 0.00 | |
hhinc#4 | -0.00528 | 0.00183 | -2.89 | ** | 0.00 |
hhinc#5 | -0.0128 | 0.00532 | -2.41 | * | 0.00 |
hhinc#6 | -0.00969 | 0.00303 | -3.19 | ** | 0.00 |
totcost | -0.00492 | 0.000239 | -20.60 | *** | 0.00 |
tottime | -0.0513 | 0.00310 | -16.57 | *** | 0.00 |
It is a little tough to read this report because the parameters show up in alphabetical order. We can use the reorder method to fix this and group them systematically:
m.ordering = (
(
"LOS",
"totcost",
"tottime",
),
(
"ASCs",
"ASC.*",
),
(
"Income",
"hhinc.*",
),
)
m.parameter_summary()
Value | Std Err | t Stat | Signif | Null Value | ||
---|---|---|---|---|---|---|
Category | Parameter | |||||
LOS | totcost | -0.00492 | 0.000239 | -20.60 | *** | 0.00 |
tottime | -0.0513 | 0.00310 | -16.57 | *** | 0.00 | |
ASCs | ASC_BIKE | -2.38 | 0.305 | -7.80 | *** | 0.00 |
ASC_SR2 | -2.18 | 0.105 | -20.81 | *** | 0.00 | |
ASC_SR3P | -3.73 | 0.178 | -20.97 | *** | 0.00 | |
ASC_TRAN | -0.671 | 0.133 | -5.06 | *** | 0.00 | |
ASC_WALK | -0.207 | 0.194 | -1.06 | 0.00 | ||
Income | hhinc#2 | -0.00217 | 0.00155 | -1.40 | 0.00 | |
hhinc#3 | 0.000365 | 0.00254 | 0.14 | 0.00 | ||
hhinc#4 | -0.00528 | 0.00183 | -2.89 | ** | 0.00 | |
hhinc#5 | -0.0128 | 0.00532 | -2.41 | * | 0.00 | |
hhinc#6 | -0.00969 | 0.00303 | -3.19 | ** | 0.00 |
m.estimation_statistics()
Statistic | Aggregate | Per Case |
---|---|---|
Number of Cases | 5029 | |
Log Likelihood at Convergence | -3626.19 | -0.72 |
Log Likelihood at Null Parameters | -7309.60 | -1.45 |
Rho Squared w.r.t. Null Parameters | 0.504 |