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Column Generation Algorithms for Nonparametric Analysis of Random Utility Models

Bart Smeulders

arXiv 4 Dec 2018 · Econometrics

arXiv:1812.01400 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Kitamura and Stoye (2014) develop a nonparametric test for linear inequality constraints, when these are are represented as vertices of a polyhedron instead of its faces. They implement this test for an application to nonparametric tests of Random Utility Models. As they note in their paper, testing such models is computationally challenging. In this paper, we develop and implement more efficient algorithms, based on column generation, to carry out the test. These improved algorithms allow us to tackle larger datasets.

Citation extraction

10
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appendix boundary found by appendix_titled_section at “Appendix A: Heuristic Pricing Algorithm” · 83% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1R. Deb, Y. Kitamura, J. Quah, and J. Stoye (2017) Revealed price preference: Theory and stochastic testing0.64422100%
2Y. Kitamura and J. Stoye (2014) Nonparametric analysis of random utility models: Testing0.64422100%
3D.L. McFadden and M.K. Richter (1990) Stochastic rationality and revealed stochastic preference0.51121100%
4R. Martánd G. Reinelt (2011) The Linear Ordering Problem: Exact and Heuristic Methods in Combinatorial Optimization, volume 175 of Applied Mathematical Scien…0.40511100%
5R. Martánd G. Reinelt (2011) The Linear Ordering Problem: Exact and Heuristic Methods in Combinatorial Optimization0.40511100%
6H.D. Block and J. Marschak (1960) Random orderings and stochastic theories of responses0.40511100%
7F. Cadoux (2010) Computing deep facet-defining disjunctive cuts for mixed-integer programming0.40511100%
8D. Cavagnaro and C. Davis-Stober (2014) Transitive in our preferences, but transitive in different ways: An analysis of choice variability0.40511100%
9Bart Smeulders, Clintin Davis-Stober, Michel Regenwetter, and Frits… (2018) Testing probabilistic models of choice using column generation self0.40511100%
10P. Wolfe (1976) Finding the nearest point in a polytope0.40511100%

Showing the top 10 of 10 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Nonparametric Counterfactuals in Random Utility Models0.40511