Identification in the random utility model
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Publication:2155255
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.
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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