The random coefficients logit model is identified

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 166
Issue: 2
Pages: 204-212

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The random coefficients multinomial choice logit model, also known as the mixed logit, has been widely used in empirical choice analysis for the last thirty years. We prove that the distribution of random coefficients in the multinomial logit model is nonparametrically identified. Our approach requires variation in product characteristics only locally and does not rely on the special regressors with large supports used in related papers. One of our two identification arguments is constructive. Both approaches may be applied to other choice models with random coefficients.

Technical Details

RePEc Handle
repec:eee:econom:v:166:y:2012:i:2:p:204-212
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-24