Identification in the random utility model (Q2155255)
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scientific article
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English | Identification in the random utility model |
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Identification in the random utility model (English)
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15 July 2022
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In the paper, the random utility model is described and considered in detail. Three main results are formulated and proved. The first result characterizes which data sets have an unique random utility representation. The second result characterizes which distributions over preferences are observationally unique. The last result characterizes when the supports of a random utility representation is uniquely identified.
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random utility
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stochastic choice
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identification
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