A Procedure for Measuring and Estimating Consumer Preferences under Uncertainty
结合冯·诺伊曼-摩根斯坦效用理论与最小二乘估计，在个体层面测量消费者属性重要性和效用函数，并比较统计估计与代数推导方法的优劣，同时展示如何用测量结果估计相对风险厌恶系数以按风险态度细分消费者。
The authors describe a procedure for the measurement and estimation of consumer preferences under uncertainty. Measurement aspects of vonNeumann-Morgenstern utility theory are used in conjunction with ordinary least squares estimation to assess attribute importances and consumer utility functions at the individual level. The relative efficacy of these statistically estimated functions and their algebraically derived counterparts which have appeared in the marketing literature are discussed and empirically compared. The authors also illustrate how the measurements can be used to estimate a coefficient of relative risk aversion to segment consumers on the basis of their risk attitudes toward the product category.