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A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models

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  • Jeremy T. Fox

Abstract

I prove the point identfication of the joint distribution of the vector of random coefficients and additive, good-specific errors in a multinomial choice model. The identification theorem extends the binary choice results of Ichimura and Thompson (1998) as well as Gautier and Kitamura (2013) from two to two or more choices.

Suggested Citation

  • Jeremy T. Fox, 2021. "A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models," Annals of Economics and Statistics, GENES, issue 142, pages 305-310.
    • Handle: RePEc:adr:anecst:y:2021:i:142:p:305-310
    DOI: https://doi.org/10.15609/annaeconstat2009.142.0305
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    Cited by:

    1. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
    2. Roy Allen & John Rehbeck, 2023. "Obstacles to redistribution through markets and one solution," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 235-242, October.
    3. Christophe Gaillac & Eric Gautier, 2021. "Nonparametric classes for identification in random coefficients models when regressors have limited variation," Working Papers hal-03231392, HAL.
    4. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
    5. Bhattacharya, Debopam, 2025. "Integrability and identification in multinomial choice models," Journal of Economic Theory, Elsevier, vol. 223(C).

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    Keywords

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    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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