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This paper introduces a version of the interdependent value model of Milgromand Weber (1982), where the signals are given by an index gathering signalshifters observed by the econometrician and private ones specific to eachbidders. The model primitives are shown to be nonparametrically identified fromfirst-price auction bids under a testable mild rank condition. Identificationholds for all possible signal values. This allows to consider a wide range ofcounterfactuals where this is important, as expected revenue in second-priceauction. An estimation procedure is briefly discussed.

Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids