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Record W4400881866 · doi:10.1016/j.geb.2024.07.004

Non-parametric identification and testing of quantal response equilibrium

2024· article· en· W4400881866 on OpenAlexafffund
Johannes Hoelzemann, Ryan Webb, Erhao Xie

Bibliographic record

VenueGames and Economic Behavior · 2024
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicConsumer Market Behavior and Pricing
Canadian institutionsBank of CanadaUniversity of Toronto
FundersSocial Sciences and Humanities Research Council of CanadaUniversity of TorontoEuropean Space Agency
KeywordsParametric statisticsLogitMatching (statistics)Homogeneity (statistics)Identification (biology)EconometricsMathematicsType I and type II errorsMathematical economicsComputer scienceMathematical optimizationStatistics

Abstract

fetched live from OpenAlex

This paper studies the falsifiability and identification of Quantal Response Equilibrium (QRE) when each player's utility and error distribution are relaxed to be unknown non-parametric functions. Using the variation of players' choices across a series of games, we first show that both the utility function and the distribution of errors are non-parametrically over-identified. This over-identification result further suggests a straightforward testing procedure for QRE which achieves the desired type-1 error and maintains a small type-2 error. To apply this methodology, we conduct an experimental study of the matching pennies game. Our non-parametric estimates strongly reject the conventional Logit choice probability. Moreover, when the utility and the error distribution are sufficiently flexible and heterogeneous, the quantal response hypothesis cannot be rejected for 70% of participants. However, strong assumptions such as linear utility, logistically distributed errors, and homogeneity lead to substantially higher rejection rates.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.103
metaresearch head score (Gemma)0.402
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.103
Threshold uncertainty score0.543

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.1030.402
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.008
Scholarly communication0.0030.007
Open science0.0040.005
Research integrity0.0030.004
Insufficient payload (model declined to judge)0.0060.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.031
GPT teacher head0.261
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2024
Admission routes2
Has abstractyes

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