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Estimating Unobserved Complementarities between Entrepreneurs and Venture Capitalists Matlab Code (view source)

358 bytes added , 18:02, 29 January 2018

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'''empirics_match_specific_2nd_stage_ga''':

~~'''empirics_match_specific_1st_stage_cmaes''':~~

~~'''empirics_match_specific_2nd_stage_cmaes''':~~

'''empirics_match_specific_with_se''': Saved if task = 'data'

==Bugs==

Simulated moments matrix dimension mismatch. This bug (also in the adjusted code) does not allow the "optimal stage" to complete.

Assignment has more non-singleton rhs dimensions than non-singleton subscripts

Error in master (line 513)

gmm_2stage_estimation;

This is caused because temp2 is 166x166 in monte_data, but nm = M = 1, so EV is 1x1. nm is set to size(M0, 1), but M0 is sometimes a scalar?

This is solved by commenting out mkt_resample.m line 107:

% M0 = moments(M, 1, S, K, pv', asg, H, HK, G, FF, Hu, Hd, z1, z2, psa, ps1, ps2, N1, N2)

because it returns a scalar, but should return a 166x1 vector.

==Profiling==

Ran first iteration with task='monte', use_solver='ga', estimator='MSM', gurobi output disabled (took ~~14 min, 39~~ 42 sec to finish 1st iteration)

[[File:Unobserved comp profile monte.png]]

Monte_data and monte run much faster than data, because data is so large.

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