Heterogeneous Choice Sets and Preferences in Matlab
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Abstract
We present the heterogeneous choice sets and preferences MATLAB package implementing the method to construct confidence sets on preference parameters in the presence of unobserved heterogeneity in choice sets proposed by Barseghyan, Coughlin, Molinari, and Teitelbaum (2021). This manual provides details on how to use the package to replicate the empirical application and simulation results in the paper. The version of this code included in this ZIP file is what was used to carry out the empirical application in Sections 4-5 of Barseghyan et al. (2021) and the simulations in Section 6, as well as the related exercises in the Supplement. The data used for the empirical application in Sections 4-5 is proprietary. Access to the data can be requested from the authors (see required agreement in the ZIP file).
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The code is licensed under a BSD license. See license.txt in the zipped bundle for details.
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We gratefully acknowledge financial support from National Science Foundation grants SES-1031136 and SES-1824448 and from the Institute for Social Sciences at Cornell University.
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2021-10
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unobserved choice sets; discrete choice; partial identification; random utility; risk preferences
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Barseghyan, Levon, Coughlin, Maura, Molinari, Francesca and Teitelbaum, Joshua C. (2021), Heterogeneous Choice Sets and Preferences. Econometrica, 89: 2015-2048.
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https://doi.org/10.3982/ECTA17448
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