Validation of Models: Statistical Techniques and Data Availability

Tilburg University, CentER Working Paper No. 1999-104

Posted: 15 May 2000

Date Written: 1999

Abstract

This paper shows which statistical techniques can be used to validate simulation models, depending on which real-life data are available. Concerning this availability, three situations are distinguished (i) no data, (ii) only output data, and (iii) both input and output data. In case (i) - no real data - the analysts can still experiment with the simulation model to obtain simulated data; such an experiment should be guided by the statistical theory on the design of experiments. In case (ii) - only output data - real and simulated output data can be compared through the well-known two-sample Student t statistic or certain other statistics. In case (iii) - input and output data - trace-driven simulation becomes possible, but validation should not proceed in the popular way (make a scatter plot with real and simulated outputs, fit in line, and test whether that line has unit slope and passes through the origin); alternative regression and bootstrap procedures are presented. Several case studies are summarized, to illustrate the three types of situations.

JEL Classification: C50, C40

Suggested Citation

Kleijnen, Jack P.C., Validation of Models: Statistical Techniques and Data Availability (1999). Tilburg University, CentER Working Paper No. 1999-104, Available at SSRN: https://ssrn.com/abstract=216932

Jack P.C. Kleijnen (Contact Author)

Tilburg University, CentER ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31 13 4662029 (Phone)
+31 13 4663377 (Fax)

HOME PAGE: http://https://sites.google.com/site/kleijnenjackpc/

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