实验数据的重组估计方法

On recombinant estimation for experimental data

Experimental Economics · 2007
被引 9
人大 A-ABS 3

中文导读

将重组估计量归类为U统计量,证明其无偏估计中的最小方差性,并给出渐近标准误的简便计算方法,模拟显示原标准误存在向下偏误。

Abstract

Abstract The recombinant estimation technique of Mullin and Reiley (2006) can be a useful tool for analyzing data from normal-form games. The recombinant estimator falls within a general category of statistics known as U-statistics. This classification has both theoretical and practical implications: (1) the recombinant estimator is optimal (minimum variance) among unbiased estimators, (2) there is a computationally simple method for computing its asymptotic standard error, and (3) the estimation technique can be extended to multiple outcomes and to other types of inferential procedures commonly used for experimental data, such as the sign test. Simulation evidence suggests that researchers should use the asymptotic standard error rather than the standard error of Mullin and Reiley (2006) since the latter exhibits a downward bias.

重组估计U统计量实验数据标准误