A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models
نویسندگان
چکیده
منابع مشابه
Nonparametric identification and estimation of random coefficients in multinomial choice models
Multinomial choice and other nonlinear models are often used to estimate demand. We show how to nonparametrically identify the distribution of unobservables, such as random coefficients, that characterizes the heterogeneity among consumers in multinomial models. In particular, we provide general identification conditions for a class of nonlinear models and then verify these conditions using the...
متن کاملNONPARAMETRIC ESTIMATION IN RANDOM COEFFICIENTS BINARY CHOICE MODELS By
This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...
متن کاملNonparametric Estimation in Random Coefficients Binary Choice Models
This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...
متن کاملA Simple Nonparametric Estimator for the Distribution of Random Coefficients in Discrete Choice Models
We propose an estimator for discrete choice models, such as the logit, with a nonparametric distribution of random coefficients. The estimator, based on linear regression subject to linear inequality constraints, is robust, simple to program, and quick to compute compared to alternative estimators for mixture models. We discuss three methods for proving identification of the distribution of het...
متن کاملA Note on Estimated Coefficients in Random Effects Probit Models
This note points out to applied researchers what adjustments are needed to the coefficient estimates in a random effects probit model in order to make valid comparisons in terms of coefficient estimates and marginal effects across different specifications. These adjustments are necessary because of the normalisation that is used by standard software in order to facilitate easy estimation of the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annals of economics and statistics
سال: 2021
ISSN: ['2115-4430', '1968-3863']
DOI: https://doi.org/10.15609/annaeconstat2009.142.0305