Testing for Overconfidence Statistically: A Moment Inequality Approach
Testing for Overconfidence Statistically: A Moment Inequality Approach
复制标题
统计上的过度自信测试：矩不等式方法
DOI：
10.1002/jae.2780
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发表时间：
2020
影响因子：
2.1
通讯作者：
Okui Ryo
中科院分区：
文献类型：
--
作者：
Jin Yanchun;Okui Ryo
我们提出了一个时刻不等式的方法来测试是否存在过度自信的排名实验中，受试者排名相对于其他实验参与者的数据。虽然排名实验是一种典型的方法来收集数据的过度自信的分析，最近的研究表明，即使参与者是纯粹理性的贝叶斯更新，由此产生的数据可能明显表明过度自信，在这种情况下，一组不等式成立。我们应用最先进的矩不等式检验来检验这样一组不等式。我们检查的数据，从传统的排名实验，以及那些从更复杂的设计。
We propose a moment inequality approach to test for the presence of overconfidence using data from ranking experiments where subjects rank themselves relative to other experimental participants. Although a ranking experiment is a typical way to collect data for the analysis of overconfidence, recent studies show that the resulting data may apparently indicate overconfidence even if participants are purely rational Bayesian updaters, in which case a set of inequalities hold. We apply state‐of‐the‐art tests of moment inequalities to test such a set of inequalities. We examine the data from a traditional ranking experiment as well as those from more sophisticated designs.