Identification in the Random Utility Model

Christopher Turansick

Papers from arXiv.org

Abstract: The random utility model is known to be unidentified, but there are times when the model admits a unique representation. We offer two characterizations for the existence of a unique random utility representation. Our first characterization puts conditions on a graphical representation of the data set. Non-uniqueness arises when multiple inflows can be assigned to multiple outflows on this graph. Our second characterization provides a direct test for uniqueness given a random utility representation. We also show that the support of a random utility representation is identified if and only if the representation itself is identified.

Date: 2021-02, Revised 2022-05
New Economics Papers: this item is included in nep-cwa, nep-ecm and nep-upt
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Citations: View citations in EconPapers (12)

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Journal Article: Identification in the random utility model (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2102.05570

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