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Behavioral Foundations of Nested Stochastic Choice and Nested Logit

Matthew Kovach, Gerelt Tserenjigmid

arXiv 14 Dec 2021 · Theoretical Economics · publishedJournal of Political Economy (2022) · 19 citations (OpenAlex)

arXiv:2112.07155 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We provide the first behavioral characterization of nested logit, a foundational and widely applied discrete choice model, through the introduction of a non-parametric version of nested logit that we call Nested Stochastic Choice (NSC). NSC is characterized by a single axiom that weakens Independence of Irrelevant Alternatives based on revealed similarity to allow for the similarity effect. Nested logit is characterized by an additional menu-independence axiom. Our axiomatic characterization leads to a practical, data-driven algorithm that identifies the true nest structure from choice data. We also discuss limitations of generalizing nested logit by studying the testable implications of cross-nested logit.

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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
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2Tversky, A (1972) Elimination by Aspects: A Theory of Choice0.84333100%
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6Vovsha, P (1997) Application of cross-nested logit model to mode choice in Tel Aviv, Israel, metropolitan area0.73732100%
7Foubert, B. and E. Gijsbrechts (2007) Shopper Response to Bundle Promotions for Packaged Goods0.64422100%
8Ben-Akiva, M. and M. Bierlaire (1999) Discrete choice methods and their applications to short term travel decisions, in0.64422100%
9McFadden, D (1978) Modeling the choice of residential location, in0.58531100%
10Goldberg, P. K (1995) Product differentiation and oligopoly in international markets: The case of the US automobile industry0.5112250%

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Cited by, within the corpus

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

Citing paperIntensityMentionsSections
1Decision Conflict, Power Logit, and the Deferral Outside Option0.40511