EPFL ENAC INTER TRANSP-OR
GC B3 454 (Bâtiment GC) Station 18
CH-1015 Lausanne Switzerland
Institutional Affiliation: Ecole Polytechnique Federale de Lausanne
NBER Working Papers and Publications
|April 2012||Choice 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.