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arXiv · 1902.08350

Nonparametric Counterfactuals in Random Utility Models

Yuichi Kitamura·Jörg Stoye
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Abstract

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds are developed on counterfactual discrete choice probabilities and on the expectation and c.d.f. of (functionals of) counterfactual stochastic demand.

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Yuichi Kitamura, Jörg Stoye. 2019-02-22. Nonparametric Counterfactuals in Random Utility Models. https://arxiv.org/abs/1902.08350

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