How do risk attitudes affect measured confidence?

We examine the relationship between confidence in own absolute performance and risk attitudes using two confidence elicitation procedures: self-reported (non-incentivised) confidence and an incentivised procedure that elicits the certainty equivalent of a bet based on performance. The former procedu...

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Main Authors: Murad, Zahra, Sefton, Martin, Starmer, Chris
Format: Article
Published: Springer 2016
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Online Access:https://eprints.nottingham.ac.uk/32955/
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author Murad, Zahra
Sefton, Martin
Starmer, Chris
author_facet Murad, Zahra
Sefton, Martin
Starmer, Chris
author_sort Murad, Zahra
building Nottingham Research Data Repository
collection Online Access
description We examine the relationship between confidence in own absolute performance and risk attitudes using two confidence elicitation procedures: self-reported (non-incentivised) confidence and an incentivised procedure that elicits the certainty equivalent of a bet based on performance. The former procedure reproduces the “hard-easy effect” (underconfidence in easy tasks and overconfidence in hard tasks) found in a large number of studies using non-incentivised self-reports. The latter procedure produces general underconfidence, which is significantly reduced, but not eliminated when we filter out the effects of risk attitudes. Finally, we find that self-reported confidence correlates significantly with features of individual risk attitudes including parameters of individual probability weighting.
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spelling nottingham-329552020-05-04T17:34:55Z https://eprints.nottingham.ac.uk/32955/ How do risk attitudes affect measured confidence? Murad, Zahra Sefton, Martin Starmer, Chris We examine the relationship between confidence in own absolute performance and risk attitudes using two confidence elicitation procedures: self-reported (non-incentivised) confidence and an incentivised procedure that elicits the certainty equivalent of a bet based on performance. The former procedure reproduces the “hard-easy effect” (underconfidence in easy tasks and overconfidence in hard tasks) found in a large number of studies using non-incentivised self-reports. The latter procedure produces general underconfidence, which is significantly reduced, but not eliminated when we filter out the effects of risk attitudes. Finally, we find that self-reported confidence correlates significantly with features of individual risk attitudes including parameters of individual probability weighting. Springer 2016-02-29 Article PeerReviewed Murad, Zahra, Sefton, Martin and Starmer, Chris (2016) How do risk attitudes affect measured confidence? Journal of Risk and Uncertainty, 52 (1). pp. 21-46. ISSN 1573-0476 Overconfidence; Underconfidence; Experiment; Risk preferences http://link.springer.com/article/10.1007/s11166-016-9231-1 doi:10.1007/s11166-016-9231-1 doi:10.1007/s11166-016-9231-1
spellingShingle Overconfidence; Underconfidence; Experiment; Risk preferences
Murad, Zahra
Sefton, Martin
Starmer, Chris
How do risk attitudes affect measured confidence?
title How do risk attitudes affect measured confidence?
title_full How do risk attitudes affect measured confidence?
title_fullStr How do risk attitudes affect measured confidence?
title_full_unstemmed How do risk attitudes affect measured confidence?
title_short How do risk attitudes affect measured confidence?
title_sort how do risk attitudes affect measured confidence?
topic Overconfidence; Underconfidence; Experiment; Risk preferences
url https://eprints.nottingham.ac.uk/32955/
https://eprints.nottingham.ac.uk/32955/
https://eprints.nottingham.ac.uk/32955/