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Profile Log-Likelihood: c_change sweep — K=10 v7

Zone-agnostic · Workers-only · 29 groups · 702 workers loaded → 569 valid LL (133 skipped, 19%) · 16-point grid [−2.5, −0.05] · All other K=10 params fixed at v7 iter 26 checkpoint · Scan date 2026-05-13

1 Key Findings

Profile MLE (grid peak)
−0.6154
LL = −7946.94
v7 checkpoint (iter 26)
−0.7558
LL = −7948.54 (Δ = −1.6)
HH MNL prior
−0.3010
LL = −8046.87 (Δ = −99.9)
Identification
Interior max ✓
c_change is identified
Persons (LL)
569 / 702
workers loaded · 133 skipped (19%)
LL surface shape
Unimodal
sharp right, gentle left
Main finding: c_change has a clear interior maximum at −0.615 — the parameter is identified from the data. BFGS stopped at −0.756 (1.6 LL units below profile peak), a mild undershoot that a warm-started continuation will correct. The HH MNL prior (−0.301) is firmly rejected by the data (99.9 LL units below peak across 569 persons).

2 Profile LL vs c_change

All 9 other K=10 parameters fixed at v7 iter 26 checkpoint. One full backward induction per grid point per group.

3 Grid Values

c_change LL ΔLL from peak n persons Note

4 Interpretation

Why c_change is identified here but not in K=10 v4/v5

Previous runs (before the zone-agnostic fix) built WORK states only at Person 0's zone. Workers at any other zone had their observed WORK steps silently dropped from Uobs. With WORK steps missing, the LL numerator had no penalty for excessive trip-chaining, and c_change drifted to −∞ to suppress V(s0).

After the zone-agnostic fix (v6/v7), WORK states are built at all 144 zones. Uobs now captures the actual switching costs on observed paths — creating a genuine signal in both numerator and denominator. This produces the well-defined peak here.

Why BFGS stopped at −0.756 instead of −0.615

The gap is only 1.6 LL units across 569 persons (0.003 nats/person). BFGS with gradient clipping (norm ≤ 5) iterates in rescaled steps — when the full gradient vector is large, all components are proportionally shrunk. Near a ridge (c_change is correlated with delta and beta1_leis), the clipped steps can overshoot and settle in a nearby sub-optimal basin.

Warm-starting from the checkpoint gives BFGS a clean slate with the correct Hessian approximation rebuilt from scratch, allowing it to converge to the joint MLE in the c_change ∈ [−0.7, −0.5] region.

LL surface asymmetry

The right side (c_change → 0) drops far more steeply than the left. At c_change = −0.05, LL = −8337 — nearly as bad as c_change = −2.5. Near-zero switching costs allow the model to chain trips freely, inflating V(s0) while Uobs gains little (observed persons already face real switching costs).

c_change near 0: V(s₀) ↑↑ (cheap chaining attractive) c_change ≪ 0: V(s₀) ↑ (trips expensive, fewer chains) Peak at −0.615: U_obs − V(s₀) maximised

Fixed-params caveat

This is a profile LL — 9 params fixed at v7 iter 26 values, only c_change swept. The joint MLE may differ slightly because c_change co-moves with delta (work utility), beta1_leis, and beta0_shop in the full optimization.

Nevertheless, the profile peak (−0.615) is a strong prior for the warm-start. The 1D profile surface being unimodal and well-separated from the HH prior confirms identification is not fragile.

v9 running (2026-05-13): Warm-start from v7 iter 26 · iter 4 complete · best LL = −7590.01 (+358 units over v7) · δ=0.043 · c_change=−0.770 · ‖g‖∞=0.580 · converging.

4.5 Person Attrition — Why 569 of 702 Workers Contribute to LL

Max requested
2,000
--max-persons
Person-days loaded
1,901
99 skipped (bad data / parse errors)
Workers (--workers-only)
702
734 non-workers removed (49%)
Valid LL contributors
569
133 structurally skipped (19%)

Why 133 workers are skipped

After backward induction, a person contributes to the log-likelihood only if their observed path can be matched to the state-action graph and the graph's value function is finite at those states. Three structural reasons cause a skip:

Skip type Cause Effect
A — No matched steps Observed path states/actions not found in the zone-agnostic graph (e.g. activity type not modelled, discretization mismatch) Zero valid (state, action) pairs → person excluded from LL sum
B — Home zone not in V Person's home zone has no value function tensor — BI did not reach it (very rare; affects groups where that zone has no reachable states) V(s₀) undefined → LL term undefined → person excluded
C — All V = −∞ Matched states all have V = −∞ (BI converged to −∞ at those states; typically due to no feasible continuation path from those states) LL numerator = −∞ → person excluded
These 133 persons are structurally excluded — not a sample quality issue. Their observed travel days include activities or state transitions that fall outside the modelled choice set (WORK, SHOPPING, LEISURE, HOME with 5 transport modes). They are consistent with the zone-agnostic grouping design: the graph is built for a specific mandatory activity sequence and only covers paths reachable under that sequence. The 569 valid contributors represent 81% of the workers-only sample — well within normal range for this class of model.

5 Fixed Parameters (v7 Iter 26 Checkpoint)

All parameters below were held constant throughout the scan. Only c_change was swept.

Parameter Value Description
delta0.04739WORK/SCHOOL on-schedule marginal utility (per min)
alpha0.001581Earliness penalty rate
beta0.003045Lateness penalty rate
beta1_shop0.3563SHOPPING attractiveness × P_open sensitivity
beta0_shop−0.3464SHOPPING base marginal utility (per min)
beta1_leis0.1814LEISURE attractiveness × P_open sensitivity
beta0_leis−0.2189LEISURE base marginal utility (per min)
mu_home0.0HOME marginal utility (per min) — at data-driven zero
theta_travel0.9093Travel disutility scalar (1.0 = HH MNL baseline)