信念诱导:一种与风险态度无关的同步抽奖选择菜单

Belief Elicitation with a Synchronized Lottery Choice Menu That Is Invariant to Risk Attitudes

American Economic Journal: Microeconomics · 2016
被引 46
人大 AABS 3

中文导读

在贝叶斯信息处理任务中比较了三种信念诱导机制,发现一种两阶段抽奖选择菜单能更准确地识别概率无差异点,且其二元支付结构在理论上与风险态度无关,比二次评分规则和BDM程序更透明直观。

Abstract

This paper uses a Bayesian information processing task to compare belief elicitation mechanisms including a quadratic scoring rule, a Becker-DeGroot-Marschak pricing procedure, and a two-stage menu of lottery choices that is structured to identify a precise point of probability indifference. The choice menu yields a higher incidence of correct Bayesian responses and lower belief error averages. Unlike the quadratic scoring rule, the binary payoffs for the lottery choice mechanism are synchronized to provide theoretical incentive-compatibility regardless of risk attitudes. In addition, the choice menu structure is more transparent and intuitive than the Becker-DeGroot-Marschak procedure.

信念诱导同步彩票选择菜单风险态度不变性贝叶斯信息处理