Computer Simulation Experiments with Economic Systems: The Problem of Experimental Design
作者:
ThomasH. Naylor,
DonaldS. Burdick,
W.Earl Sasser,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 320
页码: 1315-1337
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10500937
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Experimental design considerations have been virtually ignored by economists who have conducted computer simulation experiments with models of economic systems. The objective of this paper is to spell out in detail the relationship between existing experimental design techniques and techniques of data analysis and the design of simulation experiments with economic systems. We begin by defining the problem of experimental design as applied to computer simulation experiments. With the aid of an example model, we explore several techniques of data analysis and a number of specific experimental design problems. Although this paper is oriented towards the design of computer simulation experiments in economics, the techniques which are discussed are of a general nature and should be applicable to the design of simulation experiments in other disciplines.
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