StratSel: Fitting Strategic Selection Models

In StratSel: Strategic Selection Estimator

Description

This function estimates a strategic selection estimator. This function fits a strategic selection estimator which is based on an agent error model (belongs to the general class of quantal response models). The underlying formal structure is

       1 
      /\  
     /  \  
    /    \ 2  
   u11   /\  
        /  \  
       /    \  
      0     u14  
      0     u24  

and shows a game where there are two players which move sequentially. Player 1 decides to move left or right and if she does move right player 2 gets to move. The final outcome in this case depends on the move of player 2.

Usage

StratSel(formula, corr = TRUE, Startval, optim.method = "BFGS", data, ...)

Arguments

formula	The formula has the following form Y ~ X11 | X14 | X24 whereas Y is the outcome variable taking values 1, 3, or 4 depending on which outcome resulted. The explanatory variables are supplied via X11, X14, and X24 depending on which part of the utility function they should explain.
corr	Logical. If corr=TRUE a strategic selection estimator is estimated. If corr=FALSE an ordinary agent error model is estimated as the command egame12 in the games package does. Note, that the variance of the error terms is fixed differently and hence the coefficients will be different, but all resulting statistics (z-values, predicted probabilities, ...) are identical as the fixed variances are identifying assumptions. See logLikStratSel for details.
Startval	Vector. Allows the user to specify starting values. If there is no user-supplied vector the function will generate starting values itself. It is strongly recommended to to let the function determine the optimal starting values.
optim.method	Optimization method to be used by optim; can be: "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", or "Brent". See optim for details. The default is "BFGS".
data	an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which StratSel is called.
...	additional arguments.

Value

StratSel returns an object of class StratSel for which appropriate plot, print, summary, and predict functions exist.

Author(s)

Lucas Leemann [e-mail]

References

Lucas Leemann. 2014. "Strategy and Sample Selection - A Strategic Selection Estimator", forthcoming in Political Analysis.

Curtis S. Signorino. 2003. "Structure and Uncertainty in Discrete Choice Models." Political Analysis 11:316–344.

Examples

# replicate the example from Leemann (2014):
data(war1800)
## Not run: out1 <- StratSel(Y ~ s_wt_re1 + revis1 | dem1 + mixed1 | balanc
 + dem2 + mixed2, data=war1800, corr=TRUE)
## End(Not run)
out2 <- StratSel(Y ~ s_wt_re1 + revis1 | dem1 + mixed1 | balanc
 + dem2 + mixed2, data=war1800, corr=FALSE)

StratSel documentation built on May 2, 2019, 11:11 a.m.