选型诅咒

IF 8.1 1区经济学 Q1 ECONOMICS

American Economic Review-Insights Pub Date : 2018-10-05 DOI:10.1257/aeri.20180485

K. Eliaz, R. Spiegler

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引用次数: 17

摘要

统计学家根据代理人自我报告的个人数据和涉及其他人的样本，代表代理人采取行动。他采取的行动是代理报告的估计函数。估计过程包括模型选择。我们问以下问题:在统计学家的程序下，对代理来说，说真话是最优的吗?我们通过一个简单的例子来分析这个问题，这个例子突出了模型选择的作用。我们认为，我们的简单练习可能会对人类与机器学习算法交互的更广泛问题产生影响。(凝胶C52)

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The Model Selection Curse

A statistician takes an action on behalf of an agent, based on the agent’s self-reported personal data and a sample involving other people. The action that he takes is an estimated function of the agent’s report. The estimation procedure involves model selection. We ask the following question: Is truth-telling optimal for the agent given the statistician’s procedure? We analyze this question in the context of a simple example that highlights the role of model selection. We suggest that our simple exercise may have implications for the broader issue of human interaction with machine learning algorithms. (JEL C52)

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来源期刊

American Economic Review-Insights ECONOMICS-

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发文量

期刊介绍： The journal American Economic Review: Insights (AER: Insights) is a publication that caters to a wide audience interested in economics. It shares the same standards of quality and significance as the American Economic Review (AER) but focuses specifically on papers that offer important insights communicated concisely. AER: Insights releases four issues annually, covering a diverse range of topics in economics.