gen.Startval | R Documentation |
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
.
gen.Startval(Startval, user.supplied.startval, corr, ys, xs11, xs14, xs24,
dim.x11, dim.x14, dim.x24)
Startval |
Optional. A vector of user supplied starting values. |
user.supplied.startval |
Logical. If TRUE this function just returns the vector |
corr |
Logical. Indicates whether the estimated agent error model assumes orthogonal errors ( |
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. |
This function is for internal use but documented as a regular function to enable any user to assess the estimator and its functionality.
Vector. Has length of the number of parameters to be estimated.
Lucas Leemann lleemann@gmail.com
StratSel
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