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Estimating Unobserved Complementarities between Entrepreneurs and Venture Capitalists Matlab Code (view source)
Revision as of 15:57, 25 January 2018
, 15:57, 25 January 2018→Location/structure of the code
'''error_type''' (currently hard coded as 1 and isn't fully written to support 2): 1 for match specific errors, with the error distribution following an exchangeable structure. var(e) = sig^2, and cov(e,e') = 1/4*sig^2. 2 for agent specific errors, with the error structure of match <i, j> as sig*ei*ej.
===strip_masterstrip_*.m (deleted in readjusted code)===Seems to be a version Versions of master.m files that only uses use the parameters task = 'monte_data', use_solver = 'ga', and estimator = 'MSM' (which apparently are the only values solvers and estimators that work, but unverified). Removed because could not handle task = 'data'. ===gmm_2stage_estimation.m=== Does the majority of the work for masterthis problem. Runs the GA, saves the results to 'empirics_match_specific_1st_stage_ga', then runs it again with different globals, and saves it to 'empirics_match_specific_2nd_stage_ga'. ===nonlinearcons_msm.m=== Constraints on GA. For [c, but unverifiedceq] = nonlinearcons_msm(x), GA constrains x such that c ≤ 0 and ceq = 0. c and ceq are row vectors when there are multiple constraints. ceq is unused for our purposes.
===msmf_corr_coeff.m===
This is the fitness function. Takes a vector and returns a scalar. GA minimizes this function.
==Location/Structure of Data==
