Before revision: In multinomial choice settings with additive heterogeneity, Daly-Zachary (1978) and Armstrong-Vickers (2015) provided closed-form conditions, under which choice probability functions can be rationalized via random utility models . A key condition is Slutsky symmetry.
After revision: McFadden's Random-Utility Model of multinomial choice has long been the workhorse of applied research. We establish shape-restrictions under which multinomial choice-probability functions can be rationalized via random utility models . A key condition is Slutsky symmetry.