Blomquist, Soren; Kumar, Anil; Liang, Che-Yuan; Newey, … - 2022
This paper is about the nonparametric regression of a choice variable on a nonlinear budget set when there is general … heterogeneity, i.e., in the random utility model (RUM). We show that utility maximization makes this a three-dimensional regression … regression allows for measurement and/or optimization errors in the outcome variable. We characterize all of the restrictions of …