Elicitability

Fuente: arXiv
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Autores principales: Azrieli, Yaron, Chambers, Christopher, Healy, Paul, Lambert, Nicolas
Formato: Preprint
Publicado: 2025
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author Azrieli, Yaron
Chambers, Christopher
Healy, Paul
Lambert, Nicolas
author_facet Azrieli, Yaron
Chambers, Christopher
Healy, Paul
Lambert, Nicolas
contents An analyst is tasked with producing a statistical study. The analyst is not monitored and is able to manipulate the study. He can receive payments contingent on his report and trusted data collected from an independent source, modeled as a statistical experiment. We describe the information that can be elicited with appropriately shaped incentives, and apply our framework to a variety of common statistical models. We then compare experiments based on the information they enable us to elicit. This order is connected to, but different from, the Blackwell order. Data preferred for estimation are also preferred for elicitation, but not conversely. Our results shed light on how using data as incentive generator in payment schemes differs from using data for statistical inference.
format Preprint
id arxiv_https___arxiv_org_abs_2510_00879
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Elicitability
Azrieli, Yaron
Chambers, Christopher
Healy, Paul
Lambert, Nicolas
Theoretical Economics
An analyst is tasked with producing a statistical study. The analyst is not monitored and is able to manipulate the study. He can receive payments contingent on his report and trusted data collected from an independent source, modeled as a statistical experiment. We describe the information that can be elicited with appropriately shaped incentives, and apply our framework to a variety of common statistical models. We then compare experiments based on the information they enable us to elicit. This order is connected to, but different from, the Blackwell order. Data preferred for estimation are also preferred for elicitation, but not conversely. Our results shed light on how using data as incentive generator in payment schemes differs from using data for statistical inference.
title Elicitability
topic Theoretical Economics
url https://arxiv.org/abs/2510.00879