DISCRETE CHOICE MODELS WITH MULTIPLE UNOBSERVED CHOICE CHARACTERISTICS*
研究在多个决策者、多个市场和大量选择集的情况下，需要多丰富的未观测成分设定才能理性化任意选择模式，发现若效用函数在未观测选择特征上单调，则最多需要两个未观测特征。
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.