NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Michel Bierlaire

EPFL ENAC INTER TRANSP-OR
GC B3 454 (B√Ętiment GC) Station 18
CH-1015 Lausanne Switzerland

E-Mail: michel.bierlaire@epfl.ch

NBER Working Papers and Publications

April 2012Choice Probability Generating Functions
with Mogens Fosgerau, Daniel L. McFadden: w17970
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.

Published: Mogens Fosgerau & Daniel McFadden & Michel Bierlaire, 2013. "Choice probability generating functions," Journal of Choice Modelling, vol 8(), pages 1-18.

 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us