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The Limitations of Experimental Design: A Case Study Involving Monetary Incentive Effects in Laboratory Markets

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Author Info
Steven Kachelmeier ()
Kristy Towry ()
Abstract

We replicate an influential study of monetary incentive effects by Jamal and Sunder (1991) to illustrate the difficulties of drawing causal inferences from a treatment manipulation when other features of the experimental design vary simultaneously. We first show that the Jamal and Sunder (1991) conclusions hinge on one of their laboratory market sessions, conducted only within their fixed-pay condition, that is characterized by a thin market and asymmetric supply and demand curves. When we replicate this structure multiple times under both fixed pay and pay tied to performance, our findings do not support Jamal and Sunder’s (1991) conclusion about the incremental effects of performance-based compensation, suggesting that other features varied in that study likely account for their observed difference. Our ceteris paribus replication leaves us unable to offer any generalized conclusions about the effects of monetary incentives in other market structures, but the broader point is to illustrate that experimental designs that attempt to generalize effects by varying multiple features simultaneously can jeopardize the ability to draw causal inferences about the primary treatment manipulation. Copyright Springer Science + Business Media, Inc. 2005

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File URL: http://hdl.handle.net/10.1007/s10683-005-0435-5
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Publisher Info
Article provided by Springer in its journal Experimental Economics.

Volume (Year): 8 (2005)
Issue (Month): 1 (April)
Pages: 21-33
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Handle: RePEc:kap:expeco:v:8:y:2005:i:1:p:21-33

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Related research
Keywords: experimental design; monetary incentives; market power;

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  1. Deirdre N. McCloskey & Stephen T. Ziliak, 1996. "The Standard Error of Regressions," Journal of Economic Literature, American Economic Association, vol. 34(1), pages 97-114, March. [Downloadable!] (restricted)
  2. Anderson, Matthew J. & Sunder, Shyam, 1995. "Professional Traders as Intuitive Bayesians," Organizational Behavior and Human Decision Processes, Elsevier, vol. 64(2), pages 185-202, November. [Downloadable!] (restricted)
    Other versions:
  3. Jan Pieter Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Working Paper Series: Finance and Accounting 4, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    Other versions:
  4. Smith, Vernon L & Walker, James M, 1993. "Monetary Rewards and Decision Cost in Experimental Economics," Economic Inquiry, Oxford University Press, vol. 31(2), pages 245-61, April.
  5. Holt, Charles A & Langan, Loren W & Villamil, Anne P, 1986. "Market Power in Oral Double Auctions," Economic Inquiry, Oxford University Press, vol. 24(1), pages 107-23, January.
  6. Brandouy, Olivier, 2001. "Laboratory incentive structure and control-test design in an experimental asset market," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 1-26, February. [Downloadable!] (restricted)
  7. Plott, Charles R., 1991. "A Computerized Laboratory Market System and Research Support Systems for the Multiple Unit Double Auction. [replaces working paper 676]," Working Papers 783, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  8. Camerer, Colin F. & Hogarth, Robin M., 1999. "The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework," Working Papers 1059, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  9. Jamal, K. & Sunder, S., 1988. "Money Vs. Gaming: Effects Of Salient Monetary Payments In Double Oral Auctions," GSIA Working Papers 88-89-16, Carnegie Mellon University, Tepper School of Business.
    Other versions:
  10. Camerer, Colin F & Hogarth, Robin M, 1999. "The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework," Journal of Risk and Uncertainty, Springer, vol. 19(1-3), pages 7-42, December. [Downloadable!] (restricted)
  11. Jamal, Karim & Sunder, Shyam, 1996. "Bayesian equilibrium in double auctions populated by biased heuristic traders," Journal of Economic Behavior & Organization, Elsevier, vol. 31(2), pages 273-291, November. [Downloadable!] (restricted)
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