  I provide a model of rational inattention with heterogeneity and prove it is
observationally equivalent to a state-dependent stochastic choice model subject
to attention costs. I demonstrate that additive separability of unobservable
heterogeneity, together with an independence assumption, suffice for the
empirical model to admit a representative agent. Using conditional
probabilities, I show how to identify: how covariates affect the desirability
of goods, (a measure of) welfare, factual changes in welfare, and bounds on
counterfactual market shares.
