Identification in the random utility model

DOI10.1016/J.JET.2022.105489MaRDI QIDQ2155255zbMATH OpenOpenAlexFDO

Authors Christopher Turansick

Publication date 15 July 2022

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.05570

zbMATH Keywords

identificationrandom utilitystochastic choice

Mathematics Subject Classification ID

Utility theory (91B16)

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.

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Cited in

(20)

• scientific article; zbMATH DE number 4001813 (Why is no real title available?)
• Discrete choice, permutations, and reconstruction
• Empirical underidentification in estimating random utility models: The role of choice sets and standardizations
• Adjacencies on random ordering polytopes and flow polytopes
• What independent random utility representations are equivalent to the IIA assumption?
• Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching
• Set identification in models with multiple equilibria
• Random utility models with ordered types and domains
• Classification methods for random utility models with i.i.d. disturbances under the most probable alternative rule
• A note on a recent paper by Dagsvik on IIA and random utilities
• Branching-independent random utility model
• Inequalities for random utility models, with applications to ranking and subset choice data
• Binary single-crossing random utility models
• Correlated choice
• Revealed preference domains from random choice
• Identities for maximum, minimum, and maxmin random utility models
• The random coefficients logit model is identified
• Random quasi-linear utility
• Integrability and identification in multinomial choice models
• Identification of Product Measures by Random Choice of Marginals

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