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One important issue of designing wireless sensor networks is how we can improve the energy efficiency. As we know, for the same quality-of-service (QoS) requirement, a cooperative multiple-input-multiple-output (MIMO) scheme requires less transmission energy than a noncooperative single-input-single-output (SISO) scheme. However, the advantage of the cooperative MIMO scheme over the noncooperative SISO scheme does not always exist once the cost in terms of the additional overhead has been considered. In this paper, we focus on how we can select a proper transmission scheme, with the goal of improving the energy efficiency, e.g., prolonging the network lifetime. In particular, we model the transmission scheme selection problem as a non-transferable coalition formation game, with the characteristic function based on the network lifetime. Then, a simple algorithm based on a merge-and-split rule and the Pareto order is proposed to form coalition groups among individual sensor nodes. The resulting coalitional structure is characterized through novel stability notions and shows which transmission scheme is employed and which cluster nodes are chosen to collaborate with the cluster head. Extensive simulation results are provided to demonstrate the effectiveness of our proposed game model and algorithm.