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Choice Probability Generating Functions / Mogens Fosgerau, Daniel L. McFadden, Michel Bierlaire.
- Format:
- Book
- Author/Creator:
- Fosgerau, Mogens.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w17970.
- NBER working paper series no. w17970
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2012.
- Summary:
- 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.
- Notes:
- Print version record
- April 2012.
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