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stratEst: Strategy Estimation in R

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  • 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
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    References listed on IDEAS

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    5. 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.
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    Keywords

    discrete choice strategies; finite mixture model; R;
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