A theory of longitudinal microsimulation and its application to optimal policy comparisons: CS11-613/94-5E-PDF

"In this paper, first a general theory of the longitudinal microsimulation process is developed. This abstraction is used to identify an optimal microsimulation design permitting the use of statistically efficient policy comparison methodologies. Next, a statistical model for MSM is obtained from the theoretical representation to estimate and test policy effects and to demonstrate the gains from using the new design on important aspects of the statistical testing methodology (eg. power, sample size, significance level). One important outcome of the proposed MSM design is that dramatic reductions in sample size are uniformly achievable over conventional approaches at any specified level of significance and power for the testing procedure"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title A theory of longitudinal microsimulation and its application to optimal policy comparisons
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "SSMD-94-005 E." "Version II."
Date 1994.
Number of Pages 36 p.
Catalogue Number
  • CS11-613/94-5E-PDF
Departmental Catalogue Number 11-613E no. 94-05
Subject Terms Methodology, Statistical analysis