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.

Identification in the random utility model

Turansick, Christopher
2022

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.
2022
2022
Turansick, Christopher
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11565/4066156
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