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We introduce a novel framework for individual-level welfare analysis. It builds on a parametric model for continuous demand with a quasilinear utility function, allowing for heterogeneous coefficients and unobserved individual-good-level…

Econometrics · Economics 2024-11-25 Junlong Feng , Sokbae Lee

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…

Econometrics · Economics 2019-05-21 Yuichi Kitamura , Jörg Stoye

We propose a new model for aggregating preferences over a set of indivisible items based on a quantile value. In this model, each agent is endowed with a specific quantile, and the value of a given bundle is defined by the corresponding…

Computer Science and Game Theory · Computer Science 2026-05-06 Haris Aziz , Shivika Narang , Mashbat Suzuki

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

We study the power of item-pricing as a tool for approximately optimizing social welfare in a combinatorial market. We consider markets with $m$ indivisible items and $n$ buyers. The goal is to set prices to the items so that, when agents…

Computer Science and Game Theory · Computer Science 2015-11-10 Michal Feldman , Nick Gravin , Brendan Lucier

We initiate the study of multidimensional Bayesian utility maximization, focusing on the unit-demand setting where values are i.i.d. across both items and buyers. The seminal result of Hartline and Roughgarden '08 studies simple,…

Computer Science and Game Theory · Computer Science 2025-02-18 Kira Goldner , Taylor Lundy

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

To determine the welfare implications of price changes in demand data, we introduce a revealed preference relation over prices. We show that the absence of cycles in this relation characterizes a consumer who trades off the utility of…

Econometrics · Economics 2024-07-03 Rahul Deb , Yuichi Kitamura , John K. -H. Quah , Jörg Stoye

We study welfare analysis for policy changes when supply and demand behavior are only partially known. We augment the robust approach pioneered by Kang and Vasserman (2025) by incorporating the supply side. We posit intervals of feasible…

Theoretical Economics · Economics 2026-04-29 Konstantin von Beringe , Mark Whitmeyer

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

Welfare economics relies on access to agents' utility functions: we revisit classical questions in welfare economics, assuming access to data on agents' past choices instead of their utilities. Our main result considers the existence of…

Theoretical Economics · Economics 2024-06-26 Christopher P Chambers , Federico Echenique

Based on the observation that many existing discrete choice models admit a welfare function of utilities whose gradient gives the choice probability vector, we propose a new representation of discrete choice model which we call the…

Optimization and Control · Mathematics 2015-03-09 Guiyun Feng , Xiaobo Li , Zizhuo Wang

We develop new robust discrete choice tools to learn about the average willingness to pay for a price subsidy and its effects on demand given exogenous, discrete variation in prices. Our starting point is a nonparametric, nonseparable model…

General Economics · Economics 2024-08-21 Vishal Kamat , Samuel Norris

We provide an optimization-based framework to perform counterfactual analysis in a dynamic model with hidden states. Our framework is grounded in the ``abduction, action, and prediction'' approach to answer counterfactual queries and…

Machine Learning · Computer Science 2023-05-09 Martin Haugh , Raghav Singal

Empirical models of demand for differentiated products rely on low-dimensional product representations to capture substitution patterns. These representations are increasingly proxied by applying ML methods to high-dimensional, unstructured…

Econometrics · Economics 2026-01-12 Timothy Christensen , Giovanni Compiani

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

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 present a recommender system based on the Random Utility Model. Online shoppers are modeled as rational decision makers with limited information, and the recommendation task is formulated as the problem of optimally enriching the…

Computer Science and Game Theory · Computer Science 2024-09-24 Benjamin Heymann , Flavian Vasile , David Rohde

This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…

Machine Learning · Computer Science 2023-08-08 Rob Donnelly , Francisco R. Ruiz , David Blei , Susan Athey

We analyze demand settings where heterogeneous consumers maximize utility for product attributes subject to a nonlinear budget constraint. We develop nonparametric methods for welfare-analysis of interventions that change the constraint.…

Econometrics · Economics 2024-11-05 Debopam Bhattacharya , Ekaterina Oparina , Qianya Xu
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