多分类选择模型的非参数识别与估计

Nonparametric identification and estimation of polychotomous choice models

Journal of Econometrics · 1993
被引 170
人大 AABS 4

中文导读

给出非参数多分类选择模型可识别的条件,不预设可观测属性的子效用函数或不可观测随机项的分布,并基于识别结果构造了子效用函数的非参数强一致估计量。

Abstract

In this paper we provide conditions guaranteeing the identification of nonparametric polychotomous choice models. In these models, neither the subutility function of observable attributes nor the distribution of the unobservable random terms is specified parametrically. Sets of nonparametric functions that possess properties that are often implied by economic theory and satisfy the restrictions required to identify the models are described. We use the identification results to develop nonparametric strongly-consistent estimators for the subutility function of observable attributes. The results concern models in which the distribution of the unobservable random terms both depend and do not depend on the observable characteristics.

非参数识别多项选择模型子效用函数非参数估计