Expert Knowledge Elicitation: Subjective but Scientific

ABSTRACT

Expert opinion and judgment enter into the practice of statistical inference and decision-making in numerous ways. Indeed, there is essentially no aspect of scientific investigation in which judgment is not required. Judgment is necessarily subjective, but should be made as carefully, as objectively, and as scientifically as possible.

Elicitation of expert knowledge concerning an uncertain quantity expresses that knowledge in the form of a (subjective) probability distribution for the quantity. Such distributions play an important role in statistical inference (for example as prior distributions in a Bayesian analysis) and in evidence-based decision-making (for example as expressions of uncertainty regarding inputs to a decision model). This article sets out a number of practices through which elicitation can be made as rigorous and scientific as possible.

One such practice is to follow a recognized protocol that is designed to address and minimize the cognitive biases that experts are prone to when making probabilistic judgments. We review the leading protocols in the field, and contrast their different approaches to dealing with these biases through the medium of a detailed case study employing the SHELF protocol.

The article ends with discussion of how to elicit a joint probability distribution for multiple uncertain quantities, which is a challenge for all the leading protocols. Supplementary materials for this article are available online.

KEYWORDS:

• Cognitive bias
• Elaboration
• Elicitation protocol
• Facilitator
• Heuristics
• Independence in subjective distributions
• Rational impartial observer
• SHELF
• Subjective probability

Acknowledgments

I am grateful to the Department of Health for permission to use the H2035 case study and in particular to Matt Edwards, the Department’s Head of Horizon Scanning and International Workforce Information and Analysis, for several helpful comments on this article. It should be noted that some details of the elicitation have been changed in this article, to more clearly illustrate some concepts but without affecting the work’s implications within the Horizon 2035 project.

I am also grateful to the reviewers for making many very useful suggestions that have greatly improved this article.