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)Vector. Has length of the number of parameters to be estimated.
Optional. A vector of user supplied starting values.
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.
Logical. Indicates whether the estimated agent error model assumes orthogonal errors (=FALSE) or whether the correlation is estimated (=TRUE).
Vector. The outcome variable which is supplied by the user to StratSel.
Matrix. Explanatory variables for player 1 and measuring utility from outcome 1.
Matrix. Explanatory variables for player 1 and measuring utility from outcome 4.
Matrix. Explanatory variables for player 2 and measuring utility from outcome 4.
Vector. Has two elements for the dimension of X11.
Vector. Has two elements for the dimension of X14.
Vector. Has two elements for the dimension of X24.
Lucas Leemann lleemann@gmail.com
This function is for internal use but documented as a regular function to enable any user to assess the estimator and its functionality.
StratSel