Methods for testing the random utility model

Antonio Forcina and Valentino Dardanoni

Statistics & Probability Letters, 2024, vol. 215, issue C

Abstract: The Random Utility Model, central in stochastic choice theory, is equivalent to assume that a probability vector belongs to a convex cone. We investigate its underlying geometry, introduce two new testing procedures, and compare them by simulation.

Keywords: Random utility model; Inference on inequality constraints; Projection on convex cones; Chibar squared distribution; Non parametric bootstrap (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110230

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