A class of random utility models yielding the exploded logit

被引:0
作者
Kilani, Karim [1 ]
机构
[1] Conservatoire Natl Arts & Metiers, LIRSA, F-75003 Paris, France
关键词
Archimedean copulas; Choice probabilities; Copula theory; Exploded logit model; Multinomial logit model; Random utility models; Ranking probabilities;
D O I
10.1016/j.jmp.2025.102900
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We reexamine a family of distributions introduced within the framework of random utility models by David Strauss. This family generates ranking probabilities of the exploded logit model and, de facto, the choice probabilities of the multinomial logit model. We explore the necessary and sufficient conditions for its validity within the copula theory. By specifying the minimal assumptions required for the support of the marginal utility distributions, we clarify and reinforce the fundamental structure of the model, proving that it relies on strict archimedean copulas. Additionally, we provide anew mathematical proof by induction on the number of alternatives confirming that these utility distributions indeed generate the exploded logit model.
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页数:7
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