The random coefficients logit model is identified

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 requi...

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Bibliographic Details
Main Authors: Fox, Jeremy T., Kim, Kyoo il, Ryan, Stephen P., Bajari, Patrick
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: Elsevier 2016
Online Access:http://hdl.handle.net/1721.1/101264