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计量经济 (Econometrics) Vs. 系统动力学(System Dynamics)
-- for those who are interested in going further into the field
Potential Areas of Research in System Dynamics:
System Dynamics Vs. Econometrics
A potential interesting area of research is to find out the differences& similarities between these two methodology & see in which applications or fields system dynamics answers better & in which applications econometrics works more effectively. Moreover, an analytical comparison between these two methods and see if it is possible to combine them can be
a very novel idea (= easy publications).
[转] Original post by
Corey Lofdahl
This is an important question for several reasons, not the least of which is
that econometrics is the established methodology and system dynamics (SD),
in comparison, is a relative upstart. I'll make three observations.
First, from a philosophy of social science perspective, SD is deductive and
econometrics is inductive. SD is less tightly bound to actuarial data and
thus is free to expand out and examine more complex, theoretically informed,
and postuated relationships. Econometrics is more tightly bound to the data
and the models it explores, by comparison, are simple. This is not to say
the one is better than the other: properly understood and combined, they're
complementary. This is not obvious as I've recently been in an academic
forum where voices were raised and accusations made over precisely this
topic. The basic disagreement was over the fact that one researcher was
very good at a deductive technique and the other an inductive technique.
Methodological overspecialization is not a defensible position from which to
argue.
Second, SD is able to perform scenario analysis by representing causation.
Econometrics examines historical relationships through correlation. It is
useful to think about why this is so. Most econometric relationships use
linear models of the y = mx + b variety and then use least squares to
compute the fit. In contrast, consider a simple overshoot and collapse SD
model and its shifting loop dominance. The initial growth portion of say
population is driven by the amount of food available. So there is a
correlation between population level and food. What makes SD more powerful
and enables it to do scenario analysis (bordering on prediction) in a way
econometrics cannot is that it implicitly contains the limiting loop logic
that changes the direction of the growth curve. For a time population
grows, then it falls. This behavior is hard for an econometrics model to
capture.
Third, there is another, more practical reason to think about both SD and
econometrics. Many students interested in SD have to write theses for
faculty who are not SD experts. This is a very real problem for students
who need to graduate and are interested in SD but their advisors have been
trained in econometrics. In this regard I can only speak to my own
experience, but I have found it useful to frame the question using SD --
specifically using the reference mode -- from that perspective create an
interesting, unique, and defensible econometric model, and then use and SD
simulation to explain why the results are not statistical artifacts. The
faculty can then sign off on the econometric results independent of their
understanding of the SD. Moreover, as noted initially, the two
methodologies -- SD simulation and econometric models -- combine in a
deductive, theoretical and inductive, empirical fashion. For those who wish
to learn more, examples can be found at,
Donella H. Meadows (1980), The Unavoidable A Priori, chapter 2 in
Elements of the System Dynamics Method, (Randers editor), MIT Press.
DH Meadows & JM Robinson ""The Electronic Oracle"" Wiley, 1985
DH Meadows ""The Unavoidable a priori"" in ""Elements of the
System Dynamics Method"" J Randers (Ed) MIT Press 1980 (now
available from Pegasus Communications, Waltham, MA)..
Lofdahl, Corey. 2002. Environmental Impacts of Globalization
and Trade: A systems study. Cambridge, MA: MIT Press.
Meadows, D.H. 1979. The Unavoidable A Priori. In J. Randers (Ed.),
Elements of the System Dynamics Method. MIT Press: Cambridge, MA.
Senge, P.M. (1977). ""Statistical estimation of feedback models.""
Simulation. 177-184
Senge, P. (1980). ""A System Dynamics Approach to Investment Function
Formulation and Testing."" Socio-Economic Planning Science. 14: 269-280.
Sterman, J.D. (1984). ""Appropriate Summary Statistics for Evaluating the
Historical Fit of System Dynamics Models."" Dynamica, the international
journal of system dynamics. 10: 51-66.
Homer, J.B. (1993). ""Partial Model Testing As A Validation Tool for
System Dynamics."" Pine Manock College - Chestnut Hill - MA: 1-26.
Oliva, R. (2003). ""Model calibration as a testing strategy for system
dynamics models."" European Journal of Operational Research. 151:
552-568.
[跟贴] 关于系统动力学(System Dynamics)及其模拟软件
http://www.pinggu.org/bbs/thread-684077-1-1.html
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