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Utility of Income as a Random Function. Behavioral Characterization and Empirical Evidence

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Author Info
John K. Dagsvik, Steinar Strøm and Zhiyang Jia () (Statistics Norway)

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Abstract

The paper proposes a particular approach to model the utility of income. We develop a theoretical framework that restricts the class of admissible functional forms and distributions of the random components of the model. The theoretical approach is based on theories of probabilistic choice and ideas that are used in modern psychophysical research. From our theoretical framework, we obtain the empirical model and the corresponding likelihood function. The empirical analysis is based on a “Stated Preference” survey. The model fits the data quite well. Finally, we discuss the concept of cardinality and the implications for consumer demand relations.

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Paper provided by Research Department of Statistics Norway in its series Discussion Papers with number 431.

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Date of creation: Aug 2005
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Handle: RePEc:ssb:dispap:431

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Related research
Keywords: Utility of income Random utility Invariance principles

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Find related papers by JEL classification:
B21 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Microeconomics
D19 - Microeconomics - - Household Behavior - - - Other

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Van Praag, B.M.S., 1989. "The Relativity of the Welfare Concept," Research Paper 69, World Institute for Development Economics Research.
  2. Van Praag, Bernard, 1971. "The welfare function of income in Belgium: An empirical investigation," European Economic Review, Elsevier, vol. 2(3), pages 337-369. [Downloadable!] (restricted)
    Other versions:
  3. Dagsvik, John K, 1994. "Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes," Econometrica, Econometric Society, vol. 62(5), pages 1179-1205, September. [Downloadable!] (restricted)
  4. John K. Dagsvik, 2002. "Discrete Choice in Continuous Time: Implications of an Intertemporal Version of the Iia Property," Econometrica, Econometric Society, vol. 70(2), pages 817-831, March. [Downloadable!] (restricted)
  5. Seidl, Christian, 1994. "How sensible is the Leyden individual welfare function of income?," European Economic Review, Elsevier, vol. 38(8), pages 1633-1659, October. [Downloadable!] (restricted)
  6. Daniel McFadden, 2001. "Economic Choices," American Economic Review, American Economic Association, vol. 91(3), pages 351-378, June. [Downloadable!] (restricted)
  7. van Praag, Bernard M. S., 1991. "Ordinal and cardinal utility : An integration of the two dimensions of the welfare concept," Journal of Econometrics, Elsevier, vol. 50(1-2), pages 69-89, October. [Downloadable!] (restricted)
    Other versions:
  8. Daniel McFadden, 1977. "Modelling the Choice of Residential Location," Cowles Foundation Discussion Papers 477, Cowles Foundation, Yale University. [Downloadable!]
  9. Simon, Herbert A, 1986. "Rationality in Psychology and Economics," Journal of Business, University of Chicago Press, vol. 59(4), pages S209-24, October. [Downloadable!] (restricted)
  10. Dagsvik, John k: & Strøm, Steinar, 2003. "A Stochastic Model for the Utility of Income," Memorandum 32/2003, Oslo University, Department of Economics. [Downloadable!]
    Other versions:
  11. Gerard Debreu, 1957. "Stochastic Choice and Cardinal Utility," Cowles Foundation Discussion Papers 39, Cowles Foundation, Yale University. [Downloadable!]
  12. van Praag, Bernard M. S. & Kapteyn, Arie, 1994. "How sensible is the Leyden individual welfare function of income? A reply," European Economic Review, Elsevier, vol. 38(9), pages 1817-1825, December. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Dagsvik, John K., 2006. "Justifying Functional Forms in Models for Transitions between Discrete States, with Particular Reference to Employment-Unemployment Dynamics," Memorandum 06/2006, Oslo University, Department of Economics. [Downloadable!]
  2. John K. Dagsvik and Zhiyang Jia, 2008. "An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable," Discussion Papers 550, Research Department of Statistics Norway. [Downloadable!]
  3. John K. Dagsvik and Zhiyang Jia, 2006. "Labor Supply as a Choice among Latent Job Opportunities. A Practical Empirical Approach," Discussion Papers 481, Research Department of Statistics Norway. [Downloadable!]
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