tatlchri / MSE-R

Maximum Score Estimator
MIT License
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Maximum Score Estimator

This code was designed by Theodore Chronis and Christina Tatli in collaboration with Denisa Mindruta.

The code builds upon Jeremy Fox’s theoretical work on the “pairwise maximum score estimator” (Fox 2010; Fox 2016) and the original Match Estimation toolkit (Santiago and Fox, 2009) which can be downloaded from http://fox.web.rice.edu/

To understand the present code the user needs to be familiar with the maximum score estimator and formal matching games. To ease the exposition, this documentation and the code itself follow closely the terminology used by Jeremy Fox. Unless stated otherwise, please refer back to the original sources for definitions and technical details accessible via the links at the bottom of this document.

Installation Instructions

  1. Download the zip file (https://github.com/tatlchri/MSE-R/archive/master.zip)

  2. Extract the downloaded compressed file MSE-R-master.zip

  3. Goto examples/ and open any of the examples to experiment with specific cases

  4. Make sure you have set the correct library path at the beginning of your notebooks

Documentation

A full description of all upgrades can be found under doc/MSE-R.docx

https://github.com/tatlchri/MSE-R/blob/master/doc/MSE-R.docx

The code is broken down to several files that are all tied together through the main library file mse.R , which must be loaded before calling any MSE function described in doc/functions-reference.docx

https://github.com/tatlchri/MSE-R/blob/master/doc/functions-reference.docx

For a more complete

Files List

Directory Structure

Directory Description
doc/ Documentation Files
import/ Data files used in examples
examples/ Various flows examples
testing/ Testing routines
.gitignore Exclude certain files and directories in your working directory
LICENSE A short and simple permissive license with conditions only requiring preservation of copyright and license notices.
README.md This file
import.R Importing data routines
mse.R Main Library file to load

References

David Santiago and Fox, Jeremy. “A Toolkit for Matching Maximum Score Estimation and Point and Set Identified Subsampling Inference”. 2009. Last accessed from http://fox.web.rice.edu/computer-code/matchestimation-452-documen.pdf

Fox, Jeremy, “Estimating Matching Games with Transfers,” 2016. Last accessed from http://fox.web.rice.edu/working-papers/fox-matching-maximum-score.pdf

Fox J. 2010. Identification in matching games. Quantitative Economics 1: 203–254