These files contain the data and the computer programs necessary to implement the estimation of the model. The raw data files, from which the moments used in the estimation are derived, are not provided because of their size, but are available on a website provided in readme.txt. Questions should be addressed to Donghoon Lee at donghoon.lee@nyu.edu.

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In this supplement to Gul and Pesendorfer (2005), we extend the analysis of that paper to non-regular random utility functions. We also provide examples that demonstrate the independence of the assumptions in Gul and Pesendorfer (2005) and provide a detailed discussion of the related literature. Specifically, we relate our results to the work of McFadden and Richter (1971), Clark (1995) and Falmagne (1978).

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