Multiple-choice tests are extensively used to measure individuals' knowledge and aptitudes. We study gender differences in willingness to guess using approximately 10,000 multiple-choice math tests, where, for all participants, in half of the questions, omitted answers were rewarded while for the other half they scored the same as wrong answers. Using a within-participant regression analysis, we show that female participants leave significantly more omitted questions than males when there is a reward for omitted questions. This gender difference, which is stronger among high ability and older participants, hurts female performance as measured by the final score and position in the ranking. We conclude that it is important to use gender neutral scoring rules that do not differentiate between wrong answers and omitted questions in order to accurately measure individuals' knowledge and aptitudes. (C) 2020 Elsevier B.V. All rights reserved.