Indirect Elicitation of Non-Linear Multiattribute Utility Functions. A Dual Procedure Combined with DEA.

In this paper, we propose an indirect method to elicit nonlinear multiattribute utility functions which is based on duality results. The idea is to obtain a utility function which is compatible with the observed behaviour of decision makers. The paper builds on a previous work by André and Riesgo (A non-interactive method to elicit non-linear multiattribute utility functions. Theory and Application to Agricultural Economics. European Journal of Operational Research. In press) but it eliminates an important shortcoming, the necessity to estimate the efficient set, by using a DEA-like approach.