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Discrete Choice Models With Multiple Unobserved Choice Characteristics

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Author Info
Susan Athey
Guido W. Imbens
Abstract

Since the pioneering work by Daniel McFadden, utility-maximization-based multinomial response models have become important tools of empirical researchers. Various generalizations of these models have been developed to allow for unobserved heterogeneity in taste parameters and choice characteristics. Here we investigate how rich a specification of the unobserved components is needed to rationalize arbitrary choice patterns in settings with many individual decision makers, multiple markets, and large choice sets. We find that if one restricts the utility function to be monotone in the unobserved choice characteristics, then up to two unobserved choice characteristics may be needed to rationalize the choices. Copyright 2007 by the Economics Department Of The University Of Pennsylvania And Osaka University Institute Of Social And Economic Research Association.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-2354.2007.00458.x
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Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

Volume (Year): 48 (2007)
Issue (Month): 4 (November)
Pages: 1159-1192
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Handle: RePEc:ier:iecrev:v:48:y:2007:i:4:p:1159-1192

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  1. Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," NBER Working Papers 15276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation, Yale University. [Downloadable!]
  3. Christopher T. Conlon & Julie Holland Mortimer, 2008. "Demand Estimation Under Incomplete Product Availability," NBER Working Papers 14315, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Eric Gautier & Yuichi Kitamura, 2009. "Nonparamatric estimation in binary choice models," Working Papers hal-00403939_v1, HAL. [Downloadable!]
  5. Eric Gautier & Yuichi Kitamura, 2009. "Nonparametric Estimation in Random Coefficients Binary Choice Models," Cowles Foundation Discussion Papers 1721, Cowles Foundation, Yale University. [Downloadable!]
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