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We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete and continuous choice models. We establish identification using variation in mean quantities, and…

Econometrics · Economics 2020-03-03 Roy Allen , John Rehbeck

This paper develops and implements a nonparametric test of Random Utility Models. The motivating application is to test the null hypothesis that a sample of cross-sectional demand distributions was generated by a population of rational…

Statistics Theory · Mathematics 2018-12-06 Yuichi Kitamura , Jörg Stoye

An important goal of empirical demand analysis is choice and welfare prediction on counterfactual budget sets arising from potential policy-interventions. Such predictions are more credible when made without arbitrary…

Econometrics · Economics 2020-10-02 Debopam Bhattacharya

We study consumption dependence in the context of random utility and repeated choice. We show that, in the presence of consumption dependence, the random utility model is a misspecified model of repeated rational choice. This…

Theoretical Economics · Economics 2025-10-01 Christopher Turansick

This paper clarifies how and why structural demand models (Berry and Haile, 2014, 2024) predict unit-level counterfactual outcomes. We do so by casting structural assumptions equivalently as restrictions on the joint distribution of…

Econometrics · Economics 2025-11-07 Jiafeng Chen

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

Econometrics · Economics 2020-05-19 Juan Carlos Escanciano

Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so…

Machine Learning · Computer Science 2022-04-12 Ngoc Bui , Duy Nguyen , Viet Anh Nguyen

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

Counterfactual utilities evaluate decisions not only by the realized outcome under a given decision, but also by the counterfactual outcomes that would arise under alternative decisions. By generalizing standard utility frameworks, they…

Theoretical Economics · Economics 2026-05-08 Benedikt Koch , Kosuke Imai , Tomasz Strzalecki

We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way…

Econometrics · Economics 2023-11-07 Irene Botosaru , Chris Muris

We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…

Theoretical Economics · Economics 2023-12-12 Haoge Chang , Yusuke Narita , Kota Saito

We propose a conceptual framework for counterfactual and welfare analysis for approximate models. Our key assumption is that model approximation error is the same magnitude at new choices as the observed data. Applying the framework to…

Econometrics · Economics 2020-09-09 Roy Allen , John Rehbeck

Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…

Econometrics · Economics 2025-11-18 Romuald Meango , Marc Henry , Ismael Mourifie

Causal parameters may not be point identified in the presence of unobserved confounding. However, information about non-identified parameters, in the form of bounds, may still be recovered from the observed data in some cases. We develop a…

Methodology · Statistics 2020-07-02 Noam Finkelstein , Ilya Shpitser

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Artificial Intelligence · Computer Science 2023-03-17 Marco Zaffalon , Alessandro Antonucci , David Huber , Rafael Cabañas

Counterfactual explanations can be obtained by identifying the smallest change made to a feature vector to qualitatively influence a prediction; for example, from 'loan rejected' to 'awarded' or from 'high risk of cardiovascular disease' to…

Machine Learning · Computer Science 2020-05-05 Martin Pawelczyk , Johannes Haug , Klaus Broelemann , Gjergji Kasneci

In the field of Explainable Artificial Intelligence (XAI), counterfactual examples explain to a user the predictions of a trained decision model by indicating the modifications to be made to the instance so as to change its associated…

Artificial Intelligence · Computer Science 2023-05-11 Thibault Laugel , Adulam Jeyasothy , Marie-Jeanne Lesot , Christophe Marsala , Marcin Detyniecki

Can stated preferences help in counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices. The key idea is to use…

Econometrics · Economics 2023-07-27 Romuald Meango

This paper develops a unified identification framework for counterfactual analysis in incomplete models characterized by support and moment restrictions. I demonstrate that identifying structural parameters and conducting counterfactual…

Econometrics · Economics 2026-03-10 Lixiong Li
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