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摘要翻译：
多项式选择模型是对离散方案中的经济选择进行经验建模的基础。利用横截面数据和面板数据，分析了当选择效用在观测属性中不可分以及多维非观测异质性时，二元和多项式选择模型的辨识问题。我们证明了在具有外生异质性的截面模型中，选择概率对连续属性的导数是效用导数的加权平均数。在具有独立加性效应的随机系数模型的特殊情况下，我们进一步刻画了零处的概率导数与系数的总体均值成正比。我们利用控制函数或面板数据将辨识结果推广到具有内生异质性的模型。在具有两个周期的时间平稳面板模型中，我们发现选择概率导数随时间的差异“在对角线上”识别效用导数，即当观察到的属性在两个周期中取相同的值时。我们还表明，在连续和多项式选择面板模型中，时间平稳性不能识别“偏离对角线”的结构导数。
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英文标题：
《Nonseparable Multinomial Choice Models in Cross-Section and Panel Data》
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作者：
Victor Chernozhukov, Iv\'an Fern\'andez-Val and Whitney Newey
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最新提交年份：
2018
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分类信息：
一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models when the choice utilities are nonseparable in observed attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice probabilities with respect to continuous attributes are weighted averages of utility derivatives in cross-section models with exogenous heterogeneity. In the special case of random coefficient models with an independent additive effect, we further characterize that the probability derivative at zero is proportional to the population mean of the coefficients. We extend the identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility derivatives "on the diagonal," i.e. when the observed attributes take the same values in the two periods. We also show that time stationarity does not identify structural derivatives "off the diagonal" both in continuous and multinomial choice panel models.
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PDF链接：
https://arxiv.org/pdf/1706.08418
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