IDEAS home Printed from
   My bibliography  Save this paper

Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing


  • Bram De Rock
  • Laurens Cherchye
  • Bart Smeulders


Kitamura and Stoye (2018) recently proposed a nonparametric statistical test for random utility models of consumer behavior. The test is formulated in terms of linear inequality constraints and a quadratic objective function. While the nonparametric test is conceptually appealing, its practical implementation is computationally challenging. In this note, we develop a column generation approach to operationalize the test. We show that these novel computational tools generate considerable computational gains in practice, which substantially increases the empirical usefulness of Kitamura and Stoye’s statistical test.

Suggested Citation

  • Bram De Rock & Laurens Cherchye & Bart Smeulders, 2019. "Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing," Working Papers ECARES 2019-19, ULB -- Universite Libre de Bruxelles.
  • Handle: RePEc:eca:wpaper:2013/292215

    Download full text from publisher

    File URL:
    File Function: Œuvre complète ou partie de l'œuvre
    Download Restriction: no

    More about this item


    computational tools; statistical testing;


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eca:wpaper:2013/292215. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.