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Which Sensitivity Analysis Method Should I Use for My Agent-Based Model?

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  • Guus ten Broeke
  • George van Voorn
  • Arend Ligtenberg

Abstract

Existing methodologies of sensitivity analysis may be insufficient for a proper analysis of Agent-based Models (ABMs). Most ABMs consist of multiple levels, contain various nonlinear interactions, and display emergent behaviour. This limits the information content that follows from the classical sensitivity analysis methodologies that link model output to model input. In this paper we evaluate the performance of three well-known methodologies for sensitivity analysis. The three methodologies are extended OAT (one-at-a-time), and proportional assigning of output variance by means of model fitting and by means of Sobol’ decomposition. The methodologies are applied to a case study of limited complexity consisting of free-roaming and procreating agents that make harvest decisions with regard to a diffusing renewable resource. We find that each methodology has its own merits and exposes useful information, yet none of them provide a complete picture of model behaviour. We recommend extended OAT as the starting point for sensitivity analysis of an ABM, for its use in uncovering the mechanisms and patterns that the ABM produces.

Suggested Citation

  • Guus ten Broeke & George van Voorn & Arend Ligtenberg, 2016. "Which Sensitivity Analysis Method Should I Use for My Agent-Based Model?," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-5.
    • Handle: RePEc:jas:jasssj:2015-26-2
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    References listed on IDEAS

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    1. Tarantola, S. & Gatelli, D. & Mara, T.A., 2006. "Random balance designs for the estimation of first order global sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 91(6), pages 717-727.
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