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Does Repetition Improve Consistency?

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Author Info
John Hey

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Abstract

Much experimental effort has been expended in attempts to establish the relative superiority of Expected Utility theory and the many recently-developed alternatives as descriptions of the behaviour of subjects in risky choice decision problems. The cumulative evidence shows clearly that there is a great deal of noise in the experimental data, which makes it difficult to identify the `best' description of such behaviour. This paper reports on an experiment which seeks to determine whether such noise is relatively transitory and decays with experience and repetition, and thus whether a clearly `best' theory emerges as a result of such repetition. We find that for some subjects this does indeed appear to be the case, while for other subjects the noise remains high and the identification of the underlying preference function remains difficult.

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Paper provided by Department of Economics, University of York in its series Discussion Papers with number 99/28.

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Handle: RePEc:yor:yorken:99/28

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  1. Karni, Edi & Safra, Zvi, 1987. ""Preference Reversal' and the Observability of Preferences by Experimental Methods," Econometrica, Econometric Society, vol. 55(3), pages 675-85, May. [Downloadable!] (restricted)
  2. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March. [Downloadable!] (restricted)
  3. Harless, David W & Camerer, Colin F, 1994. "The Predictive Utility of Generalized Expected Utility Theories," Econometrica, Econometric Society, vol. 62(6), pages 1251-89, November. [Downloadable!] (restricted)
  4. Robin Cubitt & Chris Starmer & Robert Sugden, 1998. "On the Validity of the Random Lottery Incentive System," Experimental Economics, Springer, vol. 1(2), pages 115-131, September. [Downloadable!] (restricted)
  5. Carbone, Enrica, 1997. "Investigation of stochastic preference theory using experimental data," Economics Letters, Elsevier, vol. 57(3), pages 305-311, December. [Downloadable!] (restricted)
  6. Hey, John D & Orme, Chris, 1994. "Investigating Generalizations of Expected Utility Theory Using Experimental Data," Econometrica, Econometric Society, vol. 62(6), pages 1291-1326, November. [Downloadable!] (restricted)
  7. Holt, Charles A, 1986. "Preference Reversals and the Independence Axiom," American Economic Review, American Economic Association, vol. 76(3), pages 508-15, June. [Downloadable!] (restricted)
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(explanations, 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. John Hey, 2005. "Why We Should Not Be Silent About Noise," Experimental Economics, Springer, vol. 8(4), pages 325-345, December. [Downloadable!] (restricted)
  2. Andrea Morone, 2008. "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Economics Bulletin, Economics Bulletin, vol. 3(40), pages 1-7. [Downloadable!]
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  3. Peter Moffatt, 2005. "Stochastic Choice and the Allocation of Cognitive Effort," Experimental Economics, Springer, vol. 8(4), pages 369-388, December. [Downloadable!] (restricted)
  4. Robin P. Cubitt & Chris Starmer & Robert Sugden, 2001. "Discovered preferences and the experimental evidence of violations of expected utility theory," Journal of Economic Methodology, Taylor and Francis Journals, vol. 8(3), pages 385-414, November. [Downloadable!] (restricted)
  5. Maxim Pinkovskiy, 2009. "Rational Inattention and Choice Under Risk: Explaining Violations of Expected Utility Through a Shannon Entropy Formulation of the Costs of Rationality," Atlantic Economic Journal, International Atlantic Economic Society, vol. 37(1), pages 99-112, March. [Downloadable!] (restricted)
  6. Jacob K. Goeree & Charles A. Holt & Thomas R. Palfrey, 2000. "Quantal Response Equilibrium and Overbidding in Private-Value Auctions," Virginia Economics Online Papers 345, University of Virginia, Department of Economics. [Downloadable!]
    Other versions:
  7. Fiore, Annamaria, 2009. "Experimental Economics: Some Methodological Notes," MPRA Paper 12498, University Library of Munich, Germany. [Downloadable!]
  8. Wilcox, Nathaniel, 2007. "Stochastically more risk averse: A contextual theory of stochastic discrete choice under risk," MPRA Paper 11851, University Library of Munich, Germany. [Downloadable!]
  9. Anna Conte & John D Hey & Peter G Moffatt, 2007. "Mixture Models of Choice Under Risk," Discussion Papers 07/06, Department of Economics, University of York. [Downloadable!]
  10. Pavlo Blavatskyy, 2007. "Stochastic expected utility theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 259-286, June. [Downloadable!] (restricted)
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