Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
提出一种半参数估计方法，用于多分类选择模型，无需对可观测外生变量的系统子效用设定参数形式，仅假设其满足单调性和凹性，并证明了估计量的一致性。
This paper introduces a semiparametric estimation method for Polychotomous Choice models. The method does not require a parametric structure for the systematic subutility of observable exogenous variables. The distribution of the random terms is assumed to be known up to a finite-dimensional parameter vector. In contrast, previous semiparametric methods of estimating discrete choice models have concentrated on relaxing parametric subutility parametrically specified. The systematic subutility is assumed to possess properties such as monotonicity and concavity that are typically assumed in microeconomic theory. The estimator for the systematic subutility and the parameter vector of the distribution is shown to be strongly consistent. A computational technique to calculate the estimators is developed. Copyright 1991 by The Econometric Society.