gen.Startval: Generates good starting values for a strategic selection...

In StratSel: Strategic Selection Estimator

Description

The function creates good starting values based on the supplied data and model which are to be estimated. To do so, the function runs two probit models, whereas the first one is just on the lower node of the game tree (see StratSel). It then creates predicted probabilities (p24) to estimate a second probit at the first node whereas the variables which are part of X14 are weighted by p24.

Usage

gen.Startval(Startval, user.supplied.startval, corr, ys, xs11, xs14, xs24,
		dim.x11, dim.x14, dim.x24)

Arguments

Startval	Optional. A vector of user supplied starting values.
user.supplied.startval	Logical. If TRUE this function just returns the vector Startval. If the estimated model does not restrict the correlation (so corr=TRUE) then a 0 is attached to the vector Startval.
corr	Logical. Indicates whether the estimated agent error model assumes orthogonal errors (=FALSE) or whether the correlation is estimated (=TRUE).
ys	Vector. The outcome variable which is supplied by the user to StratSel.
xs11	Matrix. Explanatory variables for player 1 and measuring utility from outcome 1.
xs14	Matrix. Explanatory variables for player 1 and measuring utility from outcome 4.
xs24	Matrix. Explanatory variables for player 2 and measuring utility from outcome 4.
dim.x11	Vector. Has two elements for the dimension of X11.
dim.x14	Vector. Has two elements for the dimension of X14.
dim.x24	Vector. Has two elements for the dimension of X24.

Details

This function is for internal use but documented as a regular function to enable any user to assess the estimator and its functionality.

Value

Vector. Has length of the number of parameters to be estimated.

Author(s)

Lucas Leemann [e-mail]

See Also

StratSel

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