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Base rate neglect for the wealth of populations

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Author Info
Diemo Urbig () (School of Management and Economics, ENIM Humboldt-Universität zu Berlin)

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Abstract

Base rate neglect has been shown to be a very robust bias in human information processing. It has also been show to be ecologically rational in some environments. However, when arguing about base rate neglect usually isolated individuals are considered. I complement these results by showing that in many scenarios of social learning a base rate neglect increases a population's wealth. I thereby strengthen the argument that the presence of base rate neglect could be evolutionary stable. I pick up a model of social learning that has been used to demonstrate the potential benefits of overconfidence. Individuals are confronted with a safe and a risky option. They receive a private signal about the risky option's outcome, they decide in an exogenously given sequence, and they observe decisions of preceding individuals. I first deviate from the original model by incorporating base rates that differ from fifty-fifty and show that under weighting this base rate can be for the wealth of a population. Then I analyse how the optimal base rate neglect reacts to changes in payoffs. I show that for large set of settings under weighting the base rate is still positive, but for a smaller subset it decreases wealth instead

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2006 with number 266.

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Date of creation: 04 Jul 2006
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Handle: RePEc:sce:scecfa:266

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Related research
Keywords: cognitive biases; base rate neglect; social learning; ecological rationality;

Find related papers by JEL classification:
D7 - Microeconomics - - Analysis of Collective Decision-Making
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Antonio E. Bernardo & Ivo Welch, 2001. "On the Evolution of Overconfidence and Entrepreneurs," Cowles Foundation Discussion Papers 1307, Cowles Foundation, Yale University. [Downloadable!]
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  2. Anderson, Lisa R & Holt, Charles A, 1997. "Information Cascades in the Laboratory," American Economic Review, American Economic Association, vol. 87(5), pages 847-62, December. [Downloadable!] (restricted)
  3. Banerjee, Abhijit V, 1992. "A Simple Model of Herd Behavior," The Quarterly Journal of Economics, MIT Press, vol. 107(3), pages 797-817, August. [Downloadable!] (restricted)
  4. Grether, David M, 1980. "Bayes Rule as a Descriptive Model: The Representativeness Heuristic," The Quarterly Journal of Economics, MIT Press, vol. 95(3), pages 537-57, November. [Downloadable!] (restricted)
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