Identification in the Random Utility Model

Christopher Turansick

doi:10.1016/j.jet.2022.105489

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arXiv · 2102.05570

Identification in the Random Utility Model

Christopher Turansick

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Abstract

The 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.

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Christopher Turansick. 2021-02-10. Identification in the Random Utility Model. https://doi.org/10.1016/j.jet.2022.105489

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