[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Antoine Terracol <terracol@univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: [Non Stata] Estimation strategy for a belief learning model. |

Date |
Mon, 08 Aug 2005 22:22:15 +0200 |

Gamma may vary across players since it represents the way the influence of the opponent's past actions fades as times passes. f(gamma,X) has a recursive structure: Belief for strategy A at round t is (assuming data is sorted by player and by round) f(gamma,X)=gammaindA/sumg where gammaindA=indA[_n-1]+`gamma'*gammaindA[_n-1] and sumgu=1+`gamma'*sumgu[_n-1] (indA = 1 if strategy A has been played by the opponent at round t, and 0 otherwise; and `gamma' is the parameter to be estimated) A similar updating rule is applied for all other strategies Antoine. le 08/08/2005 21:49, austin nichols a ecrit : > Still unclear. Does gamma vary across individual players? > Or is it a parameter of the game structure only? > Why don't you write out f(g,X) in Stata code for us? > > -----Original Message----- > From: Antoine Terracol [mailto:terracol@univ-paris1.fr] > Sent: Monday, August 08, 2005 3:31 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: RE: [Non Stata] Estimation strategy for a belief > learning model. > > thanks for your answer, but I think I have been unclear in my first message. > > I have a theoretical model for the formation of beliefs, where the > belief in round t is a function of the past history of the game (denoted > X), and a gamma parameter, so the "theoretical" belief is f(gamma,X). > The belief for each strategy is updated independantly of the others > (i.e. the belief of a given strategy depends only on past occurences of > the strategy, not on the history of other strategies), but the updating > rule ensures that beliefs sum up to one. > > The players have been asked to report their beliefs, which I label > "actual" beliefs. > > What I want to do is to estimate the gamma parameter using "actual" > beliefs as the dependant variable, f(gamma,X) and an error term in the RHS: > > Actual belief = f(gamma,X) + epsilon > > Using this equation, I could estimate the gamma parameter using only > data on beliefs for a given strategy, but that would be inefficient > since I would make no use of the information provided by other beliefs. > > ... * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**st: icd10, dsmiv** - Next by Date:
**st: generating random variable re rnd and rndwei** - Previous by thread:
**Re: st: RE: [Non Stata] Estimation strategy for a belief learning model.** - Next by thread:
**[no subject]** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |