02254cam a22002777 4500001000700000003000500007005001700012008004100029100001900070245011000089260006600199490004200265500001500307520095200322530006101274538007201335538003601407690009901443690016601542690005601708700001801764710004201782830007701824856003801901856003701939w15147NBER20171020084535.0171020s2009 mau||||fs|||| 000 0 eng d1 aFox, Jeremy T.10aIdentifying Heterogeneity in Economic Choice Modelsh[electronic resource] /cJeremy T. Fox, Amit Gandhi. aCambridge, Mass.bNational Bureau of Economic Researchc2009.1 aNBER working paper seriesvno. w15147 aJuly 2009.3 aWe show how to nonparametrically identify the distribution that characterizes heterogeneity among agents in a general class of structural choice models. We introduce an axiom that we term separability and prove that separability of a structural model ensures identification. The main strength of separability is that it makes verifying the identification of nonadditive models a tractable task because it is a condition that is stated directly in terms of the choice behavior of agents in the model. We use separability to prove several new results. We prove the identification of the distribution of random functions and marginal effects in a nonadditive regression model. We also identify the distribution of utility functions in the multinomial choice model. Finally, we extend 2SLS to have random functions in both the first and second stages. This instrumental variables strategy applies equally to multinomial choice models with endogeneity. aHardcopy version available to institutional subscribers. aSystem requirements: Adobe [Acrobat] Reader required for PDF files. aMode of access: World Wide Web. 7aC14 - Semiparametric and Nonparametric Methods: General2Journal of Economic Literature class. 7aC25 - Discrete Regression and Qualitative Choice Models • Discrete Regressors • Proportions • Probabilities2Journal of Economic Literature class. 7aL0 - General2Journal of Economic Literature class.1 aGandhi, Amit.2 aNational Bureau of Economic Research. 0aWorking Paper Series (National Bureau of Economic Research)vno. w15147.4 uhttp://www.nber.org/papers/w1514741uhttp://dx.doi.org/10.3386/w15147