Identification in the Random Utility Model

• Tác giả: Christopher Turansick
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.1 System identification
• Thông tin xuất bản: 2021
• Bộ sưu tập: Báo, Tạp chí
• ID: 166215

Tóm tắt

Comment: 23 pages, 2 figuresThe random utility model is known to be unidentified, but there are times when the model admits a unique representation. We offer two characterizations for the existence of a unique random utility representation. Our first characterization puts conditions on a graphical representation of the data set. Non-uniqueness arises when multiple inflows can be assigned to multiple outflows on this graph. Our second characterization provides a direct test for uniqueness given a random utility representation. We also show that the support of a random utility representation is identified if and only if the representation itself is identified.