Choice Probability Generating Functions
Mogens Fosgerau (),
Daniel McFadden and
No 17970, NBER Working Papers from National Bureau of Economic Research, Inc
This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications.
JEL-codes: C25 D11 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-dcm, nep-mic and nep-upt
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Published as Mogens Fosgerau & Daniel McFadden & Michel Bierlaire, 2013. "Choice probability generating functions," Journal of Choice Modelling, vol 8(), pages 1-18.
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Working Paper: Choice probability generating functions (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:nbr:nberwo:17970
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