Heterogeneous trembles and model selection in the strategy frequency estimation method

The strategy frequency estimation method (Dal Bo and Frechette in Am Econ Rev 101(1):411-429, 2011; Fudenberg in Am Econ Rev 102(2):720-749, 2012) allows us to estimate the fraction of subjects playing each of a list of strategies in an infinitely repeated game. Currently, this method assumes that subjects tremble with the same probability. This paper extends this method, so that subjects' trembles can be heterogeneous. Out of 60 ex ante plausible specifications, the selected model uses the six strategies described in Dal Bo and Frechette (2018), and allows the distribution of trembles to vary by strategy.