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I am preparing my master thesis. After finishing the literature review I found that all the existing literature always uses one method, which is choice modelling. My thesis is about how to analyze the preference of individuals by studying and analyzing the importance of attributes.

I already know that I need to use Multiple-criteria decision-making (MCDM) in my thesis to analyze the importance of attributes. Can I say that the contribution of my thesis is using the different method? That is, using MCDM compared to the methods in the existing literature? I really can not compare these two methods as they are based on totally different assumption and technique.

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Yes. The literature is full of papers whose primary contribution is using a different method - either something more advanced, or with a different set of assumptions, etc. to analyze a frequently examined question. There's no reason why that wouldn't be a perfectly acceptable Masters paper in my mind. However, a couple points to consider for yourself:

  1. Why is everyone using the same technique (if indeed it is everyone). Is it really just because it's the standard analytical framework for looking at this type of question, or is there a stronger reason driving the choice of technique?
  2. "i really can not compare these two methods as they are based on totally different assumption and technique." I don't think I've ever encountered a situation where two methods are utterly incomparable. While they might have different assumptions and techniques, surely they both give answers which can be compared? Even if they can't be compared quantitatively, surely there is a qualitative decision one might make based on the answers that could be compared (i.e. if I use Method A, X should be done, whereas if I use Method B, Y should be done...)?
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    ++ for point #2. – Bill Barth Jan 21 '16 at 2:38

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