Solves, simulates, and estimates separable matching TU models
Project description
cupid_matching
A Python package to solve, simulate and estimate separable matching models
- Free software: MIT license
- Documentation: https://bsalanie.github.io/cupid_matching
- See also: An interactive Streamlit app
Installation
pip install [-U] cupid_matching
Importing functions from the package
For instance:
from cupid_matching.min_distance import estimate_semilinear_mde
Examples
example_choosiow.py
shows how to run minimum distance and Poisson estimators on a Choo and Siow homoskedastic model.example_nestedlogit.py
shows how to run minimum distance estimators on a two-layer nested logit model.
Warnings
- many of these models (including all variants of Choo and Siow) rely heavily on logarithms and exponentials. It is easy to generate examples where numeric instability sets in.
- as a consequence, the
numeric
versions of the minimum distance estimator (which use numerical derivatives) are not recommended. - the bias-corrected minimum distance estimator (
corrected
) may have a larger mean-squared error and/or introduce numerical instabilities.
Release notes
version 1.0.4
- added an optional bias-correction for the minimum distance estimator in the Choo and Siow homoskedastic model, to help with cases when the matching patterns vary a lot across cells.
- added two complete examples: example_choosiow.py and example_nestedlogit.py.
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