Choice probability generating functions

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Standard

Choice probability generating functions. / Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel.

I: Journal of Choice Modelling, Bind 8, 2013, s. 1-18.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Fosgerau, M, McFadden, D & Bierlaire, M 2013, 'Choice probability generating functions', Journal of Choice Modelling, bind 8, s. 1-18. https://doi.org/10.1016/j.jocm.2013.05.002

APA

Fosgerau, M., McFadden, D., & Bierlaire, M. (2013). Choice probability generating functions. Journal of Choice Modelling, 8, 1-18. https://doi.org/10.1016/j.jocm.2013.05.002

Vancouver

Fosgerau M, McFadden D, Bierlaire M. Choice probability generating functions. Journal of Choice Modelling. 2013;8:1-18. https://doi.org/10.1016/j.jocm.2013.05.002

Author

Fosgerau, Mogens ; McFadden, Daniel ; Bierlaire, Michel. / Choice probability generating functions. I: Journal of Choice Modelling. 2013 ; Bind 8. s. 1-18.

Bibtex

@article{040974d50a334289afc216db103bc308,
title = "Choice probability generating functions",
abstract = "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. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models.",
keywords = "Additive random utility, Choice probability generating functions, Discrete choice",
author = "Mogens Fosgerau and Daniel McFadden and Michel Bierlaire",
year = "2013",
doi = "10.1016/j.jocm.2013.05.002",
language = "English",
volume = "8",
pages = "1--18",
journal = "Journal of Choice Modelling",
issn = "1755-5345",
publisher = "University of Leeds",

}

RIS

TY - JOUR

T1 - Choice probability generating functions

AU - Fosgerau, Mogens

AU - McFadden, Daniel

AU - Bierlaire, Michel

PY - 2013

Y1 - 2013

N2 - 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. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models.

AB - 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. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models.

KW - Additive random utility

KW - Choice probability generating functions

KW - Discrete choice

UR - http://www.scopus.com/inward/record.url?scp=84881170683&partnerID=8YFLogxK

U2 - 10.1016/j.jocm.2013.05.002

DO - 10.1016/j.jocm.2013.05.002

M3 - Journal article

AN - SCOPUS:84881170683

VL - 8

SP - 1

EP - 18

JO - Journal of Choice Modelling

JF - Journal of Choice Modelling

SN - 1755-5345

ER -

ID: 181872088