Jonathan_Graehl comments on PredictionBook.com - Track your calibration - Less Wrong
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If there's a single thing mainly responsible for making people poor estimators of their numerical certainty (judged against reality), then you're probably right. For example, it makes sense for me to be overconfident in my pronouncements if I want people to listen to me, and there's little chance of me being caught in my overconfidence. This motivation is strong and universal. But I can learn to realize that I'm effectively lying (everyone does it, so maybe I should persist in most arenas), and report more honestly and accurately, if only to myself, after just a little practice in the skill of soliciting the right numbers for my level of information about the proposition I'm judging.
I have no data, so I'll disengage until I have some.