Identification in Stochastic Choice

Fuente: arXiv
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Main Authors: Caradonna, Peter, Turansick, Christopher
Format: Preprint
Published: 2026
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author Caradonna, Peter
Turansick, Christopher
author_facet Caradonna, Peter
Turansick, Christopher
contents We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over choice rules are observationally equivalent if and only if they can be obtained from one another via a finite sequence of simple swapping transforms. We leverage this to obtain complete descriptions of both the defining inequalities and extreme points of these identified sets. In cases where choice frequencies vary smoothly with some parameters, we provide a novel global-inverse result for practically testing identification.
format Preprint
id arxiv_https___arxiv_org_abs_2602_19950
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Identification in Stochastic Choice
Caradonna, Peter
Turansick, Christopher
Theoretical Economics
Combinatorics
We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over choice rules are observationally equivalent if and only if they can be obtained from one another via a finite sequence of simple swapping transforms. We leverage this to obtain complete descriptions of both the defining inequalities and extreme points of these identified sets. In cases where choice frequencies vary smoothly with some parameters, we provide a novel global-inverse result for practically testing identification.
title Identification in Stochastic Choice
topic Theoretical Economics
Combinatorics
url https://arxiv.org/abs/2602.19950