统计与决策2025，Vol.41Issue(11)：62-67,6.DOI:10.13546/j.cnki.tjyjc.2025.11.010
效益改进的广义随机后悔最小化模型的估计及应用
Estimation and Application of Efficiency-improved Generalized Random Regret Minimization Model
摘要
Abstract
This paper considers using ordered data to estimate the generalized random regret minimization model.When indi-viduals report the ranking of the alternatives(or some of them),rather than just the optimal alternative,the parameter estimation of the model is more effective.The research shows that when ordered data is used to estimate model parameters,the recognition con-ditions of the model parameters remain unchanged.This method overcomes the limitation of only using optimal data to estimate model parameters.The proposed method can be seen as an extension of the maximum likelihood estimation method in multivariate extreme value models.Theoretical analysis and Monte Carlo simulation research show that when the additional information of rank-ing is used,the efficiency of estimation will be significantly improved.The simulation compares the maximum likelihood estimation method of the generalized random regret minimization model with the maximum likelihood estimation method of the random utility maximization model.The results show that the model parameter estimators obtained by using the order estimation method have smaller bias and root mean square error.The empirical analysis of real data also shows that the proposed estimation method is ef-fective.关键词
随机效用模型/随机后悔最小化模型/秩序数据/效益改进Key words
random utility model/random regret minimization model/ordered data/efficiency improved分类
数理科学引用本文复制引用
刘常彪..效益改进的广义随机后悔最小化模型的估计及应用[J].统计与决策,2025,41(11):62-67,6.基金项目
统计学广西一流学科建设项目(X1211900408009) （X1211900408009）
广西高校人文社科重点研究基地广西教育绩效评价研究协同创新中心项目(X1-21-14-24-03-003) （X1-21-14-24-03-003）
广西统计局重点课题(2025GX37) （2025GX37）
广西财经学院高层次人才项目(X2221610009) （X2221610009）
