Choice probability generating functions

Mogens Fosgerau, Daniel McFadden, Michel Bierlaire

    Research output: Contribution to journalJournal articleResearchpeer-review

    Abstract

    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. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models.
    Original languageEnglish
    JournalJournal of Choice Modelling
    Volume8
    Pages (from-to)1-18
    ISSN1755-5345
    DOIs
    Publication statusPublished - 2013

    Keywords

    • Additive random utility
    • Discrete choice
    • Choice probability generating functions

    Fingerprint Dive into the research topics of 'Choice probability generating functions'. Together they form a unique fingerprint.

    Cite this