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Nonparametric Bayesian Inference for Partially Identified Discrete Response Models

Elie Tamer, Christopher D. Walker

arXiv 26 Aug 2026 · Econometrics

arXiv:2608.25814 · PDF · Extracted main text

Abstract

This paper proposes a nonparametric Bayesian inference framework for partially identified discrete response models. The key observation is that these models map a reduced-form conditional choice probability to an identified set. Consequently, nonparametric Bayesian inference for the conditional probability mass function leads to Bayesian inference for the identified set. The inference framework nests conditional moment inequalities and linear systems with unknown coefficients as special cases. Importantly, our proposal does not require converting conditional moments into unconditional moments or discretizing covariates. We show that the posterior is consistent for the true identified set when the model is correctly specified, show that the posterior can consistently detect model misspecification, and show posterior consistency for a pseudo-identified set that is valid under misspecification. We also verify the assumptions for a class of priors based on Gaussian processes that we use to implement our proposal. These priors offer similar flexibility to frequentist partial identification methods, and are computationally attractive because posterior sampling can be performed in closed-form. We also show that many of the ideas in this paper extend to continuous responses and aggregated discrete responses (e.g., market shares).

Citation extraction

134
references
222
in-text mentions
134
distinct cited
15
self-citations
17,425
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Manski, Charles F and Tamer, Elie (2002) Inference on regressions with interval data on a regressor or outcome self1.00053100%
2Victor Chernozhukov and Han Hong and Elie Tamer (2007) Estimation and Confidence Regions for Parameter Sets in Econometric Models self0.9416383%
3Shi, Xiaoxia and Shum, Matthew and Song, Wei (2018) Estimating semi-parametric panel multinomial choice models using cyclic monotonicity0.92843100%
4Khan, SHAKEEB and Ponomareva, Maria and Tamer, ELIE (2023) Identification of dynamic binary response models self0.9209478%
5Christopher D. Walker (2026) Semiparametric Bayesian Inference for a Conditional Moment Equality Model self0.8947471%
6Aad van der Vaart and Harry van Zanten (2011) Information Rates of Nonparametric Gaussian Process Methods0.8434375%
7Polson, Nicholas G and Scott, James G and Windle, Jesse (2013) Bayesian inference for logistic models using Pólya–Gamma latent variables0.8435460%
8A. W. van der Vaart and J. H. van Zanten (2008) Rates of contraction of posterior distributions based on Gaussian process priors0.8435360%
9Pakes, Ariel and Porter, Jack R and Shepard, Mark and Calder-Wang, S… (2021) Unobserved heterogeneity, state dependence, and health plan choices0.81142100%
10Andrews, Donald W. K. and Shi, Xiaoxia (2013) Inference Based on Conditional Moment Inequalities0.73732100%

Showing the top 10 of 134 scored citations.