IDEAS home Printed from https://ideas.repec.org/p/twi/respas/0119.html
   My bibliography  Save this paper

stratEst: Strategy Estimation in R

Author

Listed:
  • Fabian Dvorak

Abstract

stratEst is a software package for the estimation of finite mixture models of discrete choice strategies in the statistical computing environment R. Discrete choice strategies can be customized by the user to fit the environment in which choices are made. The parameters of the strategy estimation model describe the behavior of each strategy and how frequent each strategy is in the population. The estimation function of the package uses the expectation maximization algorithm and the Newton-Raphson method to find the maximum likelihood estimates of the model parameters. The estimation function can also be used to fit a strategy estimation model with individual level covariates to explain the selection of strategies by individuals. The package contains functions for data processing and simulation, strategy generation, parameter tests, model checking, and model selection.

Suggested Citation

  • Fabian Dvorak, 2020. "stratEst: Strategy Estimation in R," TWI Research Paper Series 119, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  • Handle: RePEc:twi:respas:0119
    as

    Download full text from publisher

    File URL: https://www.twi-kreuzlingen.ch/wp-content/uploads/2020/10/twi-rps-119-dvorak.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Matthew Embrey & Guillaume R Fréchette & Sevgi Yuksel, 2018. "Cooperation in the Finitely Repeated Prisoner’s Dilemma," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 509-551.
    2. Masaki Aoyagi & V. Bhaskar & Guillaume R. Fréchette, 2019. "The Impact of Monitoring in Infinitely Repeated Games: Perfect, Public, and Private," American Economic Journal: Microeconomics, American Economic Association, vol. 11(1), pages 1-43, February.
    3. Guillaume R. Fréchette & Sevgi Yuksel, 2017. "Infinitely repeated games in the laboratory: four perspectives on discounting and random termination," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 279-308, June.
    4. Leisch, Friedrich, 2004. "FlexMix: A General Framework for Finite Mixture Models and Latent Class Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(i08).
    5. Arechar, Antonio A. & Dreber, Anna & Fudenberg, Drew & Rand, David G., 2017. "“I'm just a soul whose intentions are good”: The role of communication in noisy repeated games," Games and Economic Behavior, Elsevier, vol. 104(C), pages 726-743.
    6. Dvorak, Fabian & Fehrler, Sebastian, 2018. "Negotiating Cooperation under Uncertainty: Communication in Noisy, Indefinitely Repeated Interactions," IZA Discussion Papers 11897, Institute of Labor Economics (IZA).
    7. Bull, Shelley B. & Mak, Carmen & Greenwood, Celia M. T., 2002. "A modified score function estimator for multinomial logistic regression in small samples," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 57-74, March.
    8. Biernacki, Christophe & Celeux, Gilles & Govaert, Gerard, 2003. "Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 561-575, January.
    9. Yves Breitmoser, 2015. "Cooperation, but No Reciprocity: Individual Strategies in the Repeated Prisoner's Dilemma," American Economic Review, American Economic Association, vol. 105(9), pages 2882-2910, September.
    10. Bolck, Annabel & Croon, Marcel & Hagenaars, Jacques, 2004. "Estimating Latent Structure Models with Categorical Variables: One-Step Versus Three-Step Estimators," Political Analysis, Cambridge University Press, vol. 12(1), pages 3-27, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fabian Dvorak & Sebastian Fehrler, 2018. "Negotiating Cooperation Under Uncertainty: Communication in Noisy, Indefinitely Repeated Interactions," TWI Research Paper Series 112, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
    2. Heller, Yuval & Tubul, Itay, 2023. "Strategies in the repeated prisoner’s dilemma: A cluster analysis," MPRA Paper 117444, University Library of Munich, Germany.
    3. Romero, Julian & Rosokha, Yaroslav, 2018. "Constructing strategies in the indefinitely repeated prisoner’s dilemma game," European Economic Review, Elsevier, vol. 104(C), pages 185-219.
    4. Cason, Timothy N. & Mui, Vai-Lam, 2019. "Individual versus group choices of repeated game strategies: A strategy method approach," Games and Economic Behavior, Elsevier, vol. 114(C), pages 128-145.
    5. Masaki Aoyagi & Guillaume Frechette & Sevgi Yuksel, 2021. "Beliefs in Repeated Games," ISER Discussion Paper 1119, Institute of Social and Economic Research, Osaka University.
    6. Gallo, Edoardo & Riyanto, Yohanes E. & Roy, Nilanjan & Teh, Tat-How, 2022. "Cooperation and punishment mechanisms in uncertain and dynamic social networks," Games and Economic Behavior, Elsevier, vol. 134(C), pages 75-103.
    7. Lebret, Rémi & Iovleff, Serge & Langrognet, Florent & Biernacki, Christophe & Celeux, Gilles & Govaert, Gérard, 2015. "Rmixmod: The R Package of the Model-Based Unsupervised, Supervised, and Semi-Supervised Classification Mixmod Library," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i06).
    8. Masaki Aoyagi & Guillaume Frechette & Sevgi Yuksel, 2021. "Beliefs in Repeated Games," ISER Discussion Paper 1119rr, Institute of Social and Economic Research, Osaka University, revised May 2022.
    9. Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama, 2017. "Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory (Revised version of F-381)," CARF F-Series CARF-F-414, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    10. Kim, Sung Hoo & Mokhtarian, Patricia L., 2023. "Finite mixture (or latent class) modeling in transportation: Trends, usage, potential, and future directions," Transportation Research Part B: Methodological, Elsevier, vol. 172(C), pages 134-173.
    11. James R. Bland, 2020. "Heterogeneous trembles and model selection in the strategy frequency estimation method," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 6(2), pages 113-124, December.
    12. Papastamoulis, Panagiotis & Martin-Magniette, Marie-Laure & Maugis-Rabusseau, Cathy, 2016. "On the estimation of mixtures of Poisson regression models with large number of components," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 97-106.
    13. Tetsuya Kawamura & Tiffany Tsz Kwan Tse, 2022. "Intelligence promotes cooperation in long-term interaction: experimental evidence in infinitely repeated public goods games," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(4), pages 927-946, October.
    14. Salvatore Ingrassia & Antonio Punzo, 2020. "Cluster Validation for Mixtures of Regressions via the Total Sum of Squares Decomposition," Journal of Classification, Springer;The Classification Society, vol. 37(2), pages 526-547, July.
    15. Semhar Michael & Volodymyr Melnykov, 2016. "Finite Mixture Modeling of Gaussian Regression Time Series with Application to Dendrochronology," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 412-441, October.
    16. Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama, 2019. "Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433)," CARF F-Series CARF-F-466, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    17. Gallo, Edoardo & Riyanto, Yohanes E. & Roy, Nilanjan & Teh, Tat-How, 2019. "Cooperation in an Uncertain and Dynamic World," MPRA Paper 97878, University Library of Munich, Germany.
    18. Edoardo Gallo & Yohanes E. Riyanto & Nilanjan Roy & Tat-How Teh, 2022. "Cooperation and punishment mechanisms in uncertain and dynamic networks," Papers 2203.04001, arXiv.org.
    19. Mengel, Friederike & Orlandi, Ludovica & Weidenholzer, Simon, 2022. "Match length realization and cooperation in indefinitely repeated games," Journal of Economic Theory, Elsevier, vol. 200(C).
    20. Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama, 2016. "Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory," CARF F-Series CARF-F-381, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

    More about this item

    Keywords

    discrete choice strategies; finite mixture model; R;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:twi:respas:0119. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Urs Fischbacher (email available below). General contact details of provider: https://edirc.repec.org/data/twikrch.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.