COWLES FOUNDATION FOR RESEARCH IN ECONOMICS
AT YALE UNIVERSITY

Box 208281
New Haven, CT 06520-8281

COWLES FOUNDATION DISCUSSION PAPER NO. 957

"Estimation of Multinomial Models Using Weak Monotonicity Assumptions"

Rosa L. Matzkin

October 1990

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.