TESTING THE QUANTAL RESPONSE HYPOTHESIS
开发了一种非参数检验方法，用于判断玩家行为是否与量子反应均衡一致，并利用实验室数据检验该假设，发现总体数据拒绝该假设但半数以上个体行为无法拒绝。
Abstract We develop a nonparametric test for consistency of player behavior with the quantal response equilibrium (QRE). The test exploits a characterization of the equilibrium choice probabilities in any structural QRE as the gradient of a convex function; thereby, QRE‐consistent choices satisfy the cyclic monotonicity inequalities. Our testing procedure utilizes recent econometric results for moment inequality models. We assess our test using lab experimental data from a series of generalized matching pennies games. We reject the QRE hypothesis in the pooled data but cannot reject individual‐level quantal response behavior for over half of the subjects.