NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Choice Probability Generating Functions

Mogens Fosgerau, Daniel L. McFadden, Michel Bierlaire

NBER Working Paper No. 17970
Issued in April 2012
NBER Program(s):   AG

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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Document Object Identifier (DOI): 10.3386/w17970

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