Revealed Stochastic Choice with Attributes

64 Pages Posted: 5 Aug 2016 Last revised: 13 Feb 2019

See all articles by Roy Allen

Roy Allen

University of Western Ontario - Department of Economics

John Rehbeck

Ohio State University (OSU) - Economics

Date Written: January 25, 2019


Many theoretical models of stochastic choice are characterized by availability variation. Instead, most stochastic choice datasets have information on attribute values that vary across decision problems. This paper uses attribute variation to characterize a framework that encompasses existing interpretations of stochastic choice including context dependence, nested choice behavior, and consideration sets. The model has utility indices that depend on attribute values, and is characterized by a monotonicity condition relating probabilities and utility indices. Linear utility indices can be estimated for the model using existing methods without taking a stand on a particular reason why choice is stochastic.

Keywords: Discrete Choice, Stochastic Choice, Revealed Preference

JEL Classification: D01, D03, D12

Suggested Citation

Allen, Roy and Rehbeck, John, Revealed Stochastic Choice with Attributes (January 25, 2019). Available at SSRN: or

Roy Allen

University of Western Ontario - Department of Economics ( email )

Social Science Centre, Room 4071
London, Ontario N6A 5C2

John Rehbeck (Contact Author)

Ohio State University (OSU) - Economics ( email )

410 Arps Hall
1945 N. High St.
Columbus, OH 43210-1172
United States

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