标题: 专家区间估计中过度自信现象之研究
Expert Overconfidence in Probability Interval Estimations
作者: 林希伟
王国全
Shi-Woei Lin
Kuo-Chuan Wang
Institute of Business and Management
经营管理研究所
关键字: 过度自信;校准;区间估计;专家判断;Overconfident;Calibration;Interval Estimate;Expert Judgment
公开日期: 1-四月-2009
摘要: 决策或风险分析中关于不确定性的评估往往需要专家意見的投入,然而过度自信的专家判断却可能影响决策的品质。本研究探讨专家机率区间估计中过度自信差異的來源,同时,为了修正二元性校准衡量的不稳定问题,我们运用专家主观机率之期望绝对離差与经由实现值所观测到的绝对離差來定义新的連续型校准指标,并以线性混合模型來分析与诠释资料。我们发现专家之间的变異小于问题之间或者真实值所造成的随机变異。因此,实务上使用专家机率区间判断时,运用种子问题來筛选较具专业知識或校准程度较高的专家可得到的效果恐将有限。
Expert judgment has been widely applied in the field of decision making and risk assessment. However, when overconfidence reveals in the judgment, it might serious affect decision quality. Thus, this study aims at discussing different sources of overconfidence in an expert's probability interval estimation. To revise the instability which is caused by using binary variables as calibration measuring in previous research, we define a continuous variable as new calibration measurement by applying the ratio between EAD (Expected Absolute Deviation) of experts' subjective probability and MAD (Mean Absolute Deviation) of realization; further, analyze and interpret the data by a simpler linear mixed model. Under the new calibration measurement, we discover that the variance among experts is less than the random variance among questions or realizations. This result has overthrown the analytic outcome of binary calibration measurement. Thus, to use expert judgment in practice, the effect may be limited by adopting seed questions to select a more professional expert or the one in higher calibration level.
URI: http://hdl.handle.net/11536/107766
ISSN: 1023-9863
期刊: 管理与系统
Journal of Management and Systems
Volume: 16
Issue: 2
起始页: 181
结束页: 200
显示于类别:Journal of Management and System


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