Discrete choice and stochastic utility maximization
研究了离散选择概率是否与随机效用最大化一致，通过限制平均效用范围得到一系列检验，实证中即使假设最少的检验也拒绝了随机效用最大化假说。
Discrete choice models are usually derived from the assumption of random utility maximization. We consider the reverse problem, whether choice probabilities are consistent with maximization of random utilities. This leads to tests that consider the variation of these choice probabilities with the average utilities of the alternatives. By restricting the range of the average utilities we obtain a sequence of tests with fewer maintained assumptions. In an empirical application, even the test with the fewest maintained assumptions rejects the hypothesis of random utility maximization.