测量战略不确定性态度

Measuring strategic-uncertainty attitudes

Experimental Economics · 2022
被引 7
人大 A-ABS 3

中文导读

开发了一种新方法,在保持其他条件不变的情况下,通过比较战略博弈与风险及模糊彩票的确定性等价,来测量人们对战略不确定性的态度,并区分其与风险和模糊态度的差异。

Abstract

Abstract Strategic uncertainty is the uncertainty that players face with respect to the purposeful behavior of other players in an interactive decision situation. Our paper develops a new method for measuring strategic-uncertainty attitudes and distinguishing them from risk and ambiguity attitudes. We vary the source of uncertainty (whether strategic or not) across conditions in a ceteris paribus manner. We elicit certainty equivalents of participating in two strategic 2 × 2 games (a stag-hunt and a market-entry game) as well as certainty equivalents of related lotteries that yield the same possible payoffs with exogenously given probabilities (risk) and lotteries with unknown probabilities (ambiguity). We provide a structural model of uncertainty attitudes that allows us to measure a preference for or an aversion against the source of uncertainty, as well as optimism or pessimism regarding the desired outcome. We document systematic attitudes towards strategic uncertainty that vary across contexts. Under strategic complementarity [substitutability], the majority of participants tend to be pessimistic [optimistic] regarding the desired outcome. However, preferences for the source of uncertainty are distributed around zero.

战略不确定性态度不确定性态度测量博弈实验结构模型