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American Economic Review Vol. 112 No. 9 2022

Belief Elicitation and Behavioral Incentive Compatibility

David Danz1; Lise Vesterlund2; Alistair J. Wilson1

1 University of Pittsburgh (email: ) · 2 University of Pittsburgh and NBER (email: )

Abstract

Subjective beliefs are crucial for economic inference, yet behavior can challenge the elicitation. We propose that belief elicitation should be incentive compatible not only theoretically but also in a de facto behavioral sense. To demonstrate, we show that the binarized scoring rule, a state-of-the-art elicitation, violates two weak conditions for behavioral incentive compatibility: (i) within the elicitation, information on the incentives increases deviations from truthful reporting; and (ii) in a pure choice over the set of incentives, most deviate from the theorized maximizer. Moreover, we document that deviations are systematic and center-biased, and that the elicited beliefs substantially distort inference.

DOI
10.1257/aer.20201248
Volume
112
Issue
9
Pages
2851-2883
Language
en
Sources
bibtex:phds-export.bib crossref openalex

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