Price theory

[From Bill Powers (2004.05.28.1259 MDT)]

Bill Williams 27 May 2004 11:00 PM CST --

First, in the orthodox scheme, and by orthodox I mean the micro

neo-classical analysis of individual consumers and producers it is assumed

that a consumer is the principle of maximization. Then commodities have a

utility function such as Ux = f( C/ ( X 1 x X 1) ) or since this

isn't

all that clearly expressed -- the Utility obtained from the consumption of

commodity X one is a function of some constant divided by X one squared.

So, suppose you have a mix of commodities and want to maximize your utility

given a limited budget. . You can maximize the utility obtained by

adjusting the consumption of commodities so that the marginal utility, or

dU/dX obtained from each commodity divided by the price of the commodity

is

the same for each commodity

Have you transcribed that equation accurately?

Yes.

The function 1/X^2 doesn't have a proper maximum: it goes to infinity at X =
0.

The maximum utility

would occur at zero quantity of X, and it would be infinite.

Strange isn't it?

Of course you say that utility is some function f of this expression, but

it would be awkward to find a form for that function that would produce

an ordinary smooth maximum like a bell-shaped curve. [ X^2 is the old
Fortran notation

for the square of X].

No it doesn't, but that isn't what it needs to do to make the neo-classical
price

theory analysis work. If you want to say that in some sense it works.

In the orthodox analysis the consumer doesn't maximize in regard to any

particular commodity. Rather the consumer maximizes the total utility obtain

from a variety of commodities subject to a budget constraint. To do this

the consumer distributes expenditure so that the increase in utility

from an increment of expenditure for a commodity divided by the price of

the commodity is equal for all commodities purchased.

Now, looking at the functions you might say, but this can't be right because

when the price goes to zero the consumer would want an infinite amount of

the commodity. Obviously this doesn't happen. Oxygen is free, but we don't

consume an infinite amount of oxygen. But, you don't get points for asking

about this in an ordinary price theory course. The orthodox analysis of

economic behavior is a pseudo-science carried out in mathematical terms.

However, it has been the only analytic explanation that has been available

to explain why when the price of a commodity increases people buy less of

the commodity. They have had to resort to some fancy arguments to justify

ignoring the anomaly of the Giffen case, but they have been successful

in convincing even the radical students that they have accounted for the

Giffen case. As Robert Solo said, "If you make it fancy enough, our

graduate students will believe anything."

I was about to say that the function you suggested wouldn't work in the

orthodox system. And, it wouldn't work in the ideological version of the

system because the system is intended to place consumption in a realm that

is beyond criticism. Then it occurred to me that some people have made

the argument for the sort of function you are suggesting. The point you

are making does pop up in some upper level price theory courses as an

interesting but not very important curiosity.

However, it seems to me that your suggested function could serve a purpose

in improving the program I wrote sometime ago of a two commodity demand

analysis. In my program I used the loop gain to represent the intensity

of motive for consuming a good. It might improve the program to insert

the function you suggest to represent the intensity of the motive and

leave the loop gain alone.

I am going to post this for your consideration now rather than continue

with a comment on the rest of your post. But, I get back to it later on.

Bill Williams

[From Bill Powers (2004.05.28.1053 MDT)]
Bill Williams (2004.,05.,28) --

Have you transcribed that equation accurately?

Yes.

I see -- that really is a problem, isn't it?

The maximum utility would occur at zero quantity of X, and it would be
infinite. Strange isn't it?

I think we agree on that.

The orthodox analysis of economic behavior is a pseudo-science carried out
in mathematical terms. However, it has been the only analytic explanation
that has been available to explain why when the price of a commodity
increases people buy less of the commodity.

I assume that when they say "people" buy less of the commodity, they mean
that averaged over some population, purchases of a given commodity fall off
as the price goes up. Single specimems don't necessarily work that way --
some people have so much money that a price rise isn't even an annoyance;
they just write larger numbers on their checks which doesn't take any more
effort.

But I keep[ wondering, what is wrong with the simple obvious explanation?
As gas prices rise, Mary and I have started putting off trips into town (25
miles round trip, or about $1.77 per trip at today's pump prices). By going
to town 4 days a week instead of 5, we bring the effective price of gas
down to about $1.63 for the same amount of shopping, which hurts a bit
less. It's a budget thing, and even though we have enough money to live on
comfortably, we control with a modest gain for not spending more than we
have to.

I know that doesn't sound very technical, but it's nothing you haven't
already used in your Giffen modeling.

I was about to say that the function you suggested wouldn't work in the
orthodox system.

OK, we can forget that. We're not really building a maximizing model anyway.

However, it seems to me that your suggested function could serve a purpose
in improving the program I wrote sometime ago of a two commodity demand
analysis. In my program I used the loop gain to represent the intensity
of motive for consuming a good. It might improve the program to insert
the function you suggest to represent the intensity of the motive and
leave the loop gain alone.

The problem is in justifying the function as part of a model. Anything you
put into a model, any computation, becomes part of what you claim the real
system is doing. Eventually you'll have to justify that claim. I offered
that formula for converting from terms of error signals into terms of
utility, but only to make the translation possible. I would never suggest
that a consumer's brain is computing that function, with inverse squares
and all. I can't really explain why, but that sort of computation, like
others involving sines and cosines and probability functions and the like,
just seems too complex for a model of things that neural nets have to
accomplish by adding and subtracting neural currents. Even neural net
enthusiasts give the nets only the ability to compute weighted sums. It's
somehow like cheating to assume that arbitrary algebraic expressions are
evaluated -- that removes some major constraints, so anything you can think
up suddenly becomes part of the modeling toolkit, which makes it
implausibly easy. I wish I could express this better. I've been working
under some tacit rules that I don't really understand very well. It's just
that some ways of doing it seem like "real modeling," while others look
like implausible short-cuts. It would probably be useful to figure out what
those rules are, and whether they're really necessary.

I keep forgetting to say this, but I think one useful exercize in our
modeling efforts would be to set up a consumer controlling for consumption
of multiple goods. Each good would have a different input weighting and a
different reference level, so we would have the situation you describe, in
which the consumer has to apportion expenditures among many goods. We could
even include a range of different loop gains, as in your proposal above. It
will be fairly easy to demonstrate that with the right set of output
weightings, this collection of control systems will adjust all the inputs
so as to achieve the minimum possible overall error. Applying some formula
(the one I suggested or any other) to convert from error to utility, we
could then prove that the set of control systems ends up maximizing utility
over all the variables (as you describe) -- but not by employing any method
of maximization. Maybe your two-commodity model is a start toward this, but
why not expand the idea to include "many" commodities? The word "many"
could mean anything from 3 to 3000. I expect that 30 would make the point.

Best,

Bill P.

[From Bjorn Simonsen(2004.05.29,10:50 EuST)]

From[Bill
Williams 27 May 2004 11:00 PM CST]

First, in the orthodox scheme, and by orthodox I
mean the micro

neo-classical analysis of individual consumers and
producers it is assumed

that a consumer is the principle of
maximization. Then
commodities have a

utility function such as Ux = f( C/ ( X 1 x X 1) ) or since this isn’t

all that clearly expressed – the Utility obtained from the consumption
of

commodity
X one is a function of some constant divided by X one squared.

……

So, suppose you have a mix of commodities and want
to maximize your utility

given a limited budget.

You are the boss
on this theme. How can you mix one commodity (x1). Faulty print?

As I remember
the story:

The economical
problem of the individual consumer is to determine the constellation of consume
that gives him greatest utility, given his income and existing prices.

In an economy with two goods (x1 and x2) we can say
that the utility function can be written:

  u = u(x1, x2)

The budget requirement can be written (remember his income
is constant)

  r

= p1x1 + p2x2

From here

  x2

= r/p2 – (p1/p2)*x1

This in the top

  u

= u(x1, r/p2 –(p1/p2)*x1)

Now we have simple maximizing problem, we must find
the value of x1, which maximize our last function. (chain rule)

  du/dx1

= ∂u/∂x1 +∂u/∂x2 * (-p1/p2)

Remember du/dx1
= 0.

  u’1/p1 = u’2/p2

We can comprehend 1/p1 and 1/p2 as weights. They show
how great weights of goods1 and goods 2 one can buy for 1 dollar.

The individual consumer will make his arrangements in such
a way that the ratio between marginal utility of one goods and its prise is the
same for both.

The individual consumer will distribute his income and
buy goods in a way where his last dollar used to buy goods1 will give the same
utility as his last dollar will give utility buying goods 2.

You said it (below)

To do this the consumer distributes expenditure so
that the increase in utility

from an increment of expenditure for a commodity
divided by the price of

the commodity is equal for all commodities
purchased.

bjorn

···

From[Bill Williams 28 May 2004 4:30 AM CST]

[From Bjorn Simonsen(2004.05.29,10:50 EuST)]

Bjorn,

Your re-expression of my exposition of the neo-classsical treatment of maximization seems to me consistent with my understanding of the orthodox position.

I think the difficulty that people often experience with understanding of the neo-classical conception of consumer behavior, or economic behavior inclusively, is not so much a matter of the innate difficulty, but rather the difficulty is due to a disbelief that such a conception could be providing the theoretical basis for what amounts to a quasi-offical, semi- authoritative treatment of the economic process. Outside the context of a classroom and a careful introduction that amounts to a process of indoctrination, the frequent reaction to such a conception is "That can't be right!"

However, when there is no alterantive in sight, people can persuade themselves that the only apparent way to explain how agents behave in a market must be "good enough" because there is nothing better. Better to have some sort of theory than have to admit that there is no theory.

Then after more than a century of there being no alternative theory, some people find it reasonable to assume that there never be any alternative theory because no one has been able to generate an alterantive.

Logic sometimes seems to depend more upon local experience and projection more than it does on a more inclusive body of experience.

Bill Williams