Title

Estimation of Multinomial Models Using Weak Monotonicity Assumptions

Authors

Rosa L. Matzkin

Document Type

Discussion Paper

Publication Date

10-1-1990

CFDP Number

957

CFDP Pages

35

Abstract

This paper introduces a semiparametric method of estimating multinomial models that imposes extremely weak monotonicity assumptions about a function of observable characteristics. Previous methods have imposed stronger, typically parametric, conditions on this function. The only assumptions made in this paper about the function of characteristics are its monotonicity, upper-semicontinuity, and uniform boundedness. The method is applicable, among others, to polychotomous choice models. The estimation method is shown to be strongly consistent. A technique to calculate the estimator is provided.

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