Choice Probability Generating Functions

Mogens Fosgerau, Daniel L McFadden, Michel Bierlaire

    Research output: Book/ReportReport

    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.
    Original languageEnglish
    PublisherNational Bureau of Economic Research
    Publication statusPublished - 2012
    SeriesNBER Working Paper Series
    Number17970

    Cite this

    Fosgerau, M., McFadden, D. L., & Bierlaire, M. (2012). Choice Probability Generating Functions. National Bureau of Economic Research. NBER Working Paper Series, No. 17970
    Fosgerau, Mogens ; McFadden, Daniel L ; Bierlaire, Michel. / Choice Probability Generating Functions. National Bureau of Economic Research, 2012. (NBER Working Paper Series; No. 17970).
    @book{f8869e172fab41f6951a17253a4ea8ed,
    title = "Choice Probability Generating Functions",
    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.",
    author = "Mogens Fosgerau and McFadden, {Daniel L} and Michel Bierlaire",
    year = "2012",
    language = "English",
    publisher = "National Bureau of Economic Research",

    }

    Fosgerau, M, McFadden, DL & Bierlaire, M 2012, Choice Probability Generating Functions. NBER Working Paper Series, no. 17970, National Bureau of Economic Research.

    Choice Probability Generating Functions. / Fosgerau, Mogens; McFadden, Daniel L; Bierlaire, Michel.

    National Bureau of Economic Research, 2012. (NBER Working Paper Series; No. 17970).

    Research output: Book/ReportReport

    TY - RPRT

    T1 - Choice Probability Generating Functions

    AU - Fosgerau, Mogens

    AU - McFadden, Daniel L

    AU - Bierlaire, Michel

    PY - 2012

    Y1 - 2012

    N2 - 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.

    AB - 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.

    M3 - Report

    BT - Choice Probability Generating Functions

    PB - National Bureau of Economic Research

    ER -

    Fosgerau M, McFadden DL, Bierlaire M. Choice Probability Generating Functions. National Bureau of Economic Research, 2012. (NBER Working Paper Series; No. 17970).