TY  - JOUR
AU  - Bajari,Patrick
AU  - Fox,Jeremy
AU  - Kim,Kyoo il
AU  - Ryan,Stephen P.
TI  - The Random Coefficients Logit Model Is Identified
JF  - National Bureau of Economic Research Working Paper Series
VL  - No. 14934
PY  - 2009
Y2  - April 2009
UR  - http://www.nber.org/papers/w14934
L1  - http://www.nber.org/papers/w14934.pdf
N1  - Author contact info:
Patrick Bajari
Professor of Economics
University of Minnesota
4-101 Hanson Hall
1925 4th Street South
Minneapolis, MN 55455
Tel: 612/625-8369
Fax: 612/624-0209
E-Mail: bajari@econ.umn.edu

Jeremy T. Fox
Economics Department
University of Michigan
238 Lorch Hall
611 Tappan Ave
Ann Arbor, MI 48104
Tel: 734-330-2854
Fax: 734-274-2331
E-Mail: jeremyfox@gmail.com

Kyoo il Kim
Department of Economics
University of Minnesota
4-129 Hanson Hall
1925 4th Street South
Minneapolis, MN 55455
Tel: 612-625-6793
E-Mail: kyookim@umn.edu

Stephen P. Ryan
MIT Department of Economics
E52-262C
50 Memorial Drive
Cambridge, MA 02142
Tel: 617/253-6082
Fax: 617/253-1330
E-Mail: sryan@mit.edu
AB  - The random coefficients, multinomial choice logit model has been widely used in empirical choice analysis for the last 30 years. We are the first to prove that the distribution of random coefficients in this model is nonparametrically identified. Our approach exploits the structure of the logit model, and so requires no monotonicity assumptions and requires variation in product characteristics within only an infinitesimally small open set. Our identification argument is constructive and may be applied to other choice models with random coefficients.
ER  -