4 septembre 2019
Ian Ball, « Scoring Strategic Agents », arXiv - économie
I introduce a model of predictive scoring. A receiver wants to predict a sender's quality. An intermediary observes multiple features of the sender and aggregates them into a score. Based on the score, the receiver makes a decision. The sender wants the most favorable decision, and she can distort each feature at a privately known cost. I characterize the most accurate scoring rule. This rule underweights some features to deter sender distortion, and overweights other features so that the score is correct on average. The receiver prefers this scoring rule to full disclosure because information aggregation mitigates his commitment problem.