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Choice Probability Generating Functions

  • Mogens Fosgerau
  • Daniel L. McFadden
  • Michel Bierlaire

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.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 17970.

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Date of creation: Apr 2012
Date of revision:
Handle: RePEc:nbr:nberwo:17970
Note: AG
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  1. P O Lindberg & E A Eriksson & L-G Mattsson, 1995. "Invariance of achieved utility in random utility models," Environment and Planning A, Pion Ltd, London, vol. 27(1), pages 121-142, January.
  2. de Palma, Andre & Kilani, Karim, 2007. "Invariance of conditional maximum utility," Journal of Economic Theory, Elsevier, vol. 132(1), pages 137-146, January.
  3. Bierlaire, M. & Bolduc, D. & McFadden, D., 2008. "The estimation of generalized extreme value models from choice-based samples," Transportation Research Part B: Methodological, Elsevier, vol. 42(4), pages 381-394, May.
  4. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
  5. Mas-Colell, Andreu & Whinston, Michael D. & Green, Jerry R., 1995. "Microeconomic Theory," OUP Catalogue, Oxford University Press, number 9780195102680.
  6. Ruud H. Koning & Geert Ridder, 2003. "Discrete choice and stochastic utility maximization," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 1-27, 06.
  7. McFadden, Daniel, 1974. "The measurement of urban travel demand," Journal of Public Economics, Elsevier, vol. 3(4), pages 303-328, November.
  8. H C W L Williams, 1977. "On the Formation of Travel Demand Models and Economic Evaluation Measures of User Benefit," Environment and Planning A, , vol. 9(3), pages 285-344, March.
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