论文标题
非战略计量经济学（用于初始游戏）
Non-strategic Econometrics (for Initial Play)
论文作者
论文摘要
建模代理偏好在包括经济学和越来越多的人工智能在内的一系列领域中具有应用。这些偏好并不总是知道，因此可能需要从观察到的行为中估算，在这种情况下，需要模型来映射代理对行为的偏好，也称为结构估计。传统模型基于以下假设：代理是完全合理的：也就是说，它们完美地优化和按照自己的利益行为。但是，行为游戏理论领域的工作表明，人类代理人经常做出不完美理性的决策，并且该领域开发了放松完美理性假设的模型。我们将开发的模型应用于估算偏好的预测模型，并表明它们在人类受试者收集的数据上均优于传统和常用的基准模型。实际上，NASH平衡及其放松，量化反应平衡（QRE）可能会诱导与地面真相相比的剂量偏好的不准确估计。 一个关键的发现是，对非战略行为进行建模，通常认为是统一的噪声，对于估计偏好很重要。为此，我们介绍了一种丰富的非战略模型Quantal-linear4。我们还提出了与非战略成分的流行量反应平衡的增强。我们称此增强模型QRE+L0，并找到对标准QRE的估计值的改进。 QRE+L0允许除Quantal-linear4之外，还允许替代非战略行为模型。
Modelling agent preferences has applications in a range of fields including economics and increasingly, artificial intelligence. These preferences are not always known and thus may need to be estimated from observed behavior, in which case a model is required to map agent preferences to behavior, also known as structural estimation. Traditional models are based on the assumption that agents are perfectly rational: that is, they perfectly optimize and behave in accordance with their own interests. Work in the field of behavioral game theory has shown, however, that human agents often make decisions that are imperfectly rational, and the field has developed models that relax the perfect rationality assumption. We apply models developed for predicting behavior towards estimating preferences and show that they outperform both traditional and commonly used benchmark models on data collected from human subjects. In fact, Nash equilibrium and its relaxation, quantal response equilibrium (QRE), can induce an inaccurate estimate of agent preferences when compared against ground truth. A key finding is that modelling non-strategic behavior, conventionally considered uniform noise, is important for estimating preferences. To this end, we introduce quantal-linear4, a rich non-strategic model. We also propose an augmentation to the popular quantal response equilibrium with a non-strategic component. We call this augmented model QRE+L0 and find an improvement in estimating values over the standard QRE. QRE+L0 allows for alternative models of non-strategic behavior in addition to quantal-linear4.
