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Conser6ation Biology Program, Uni6ersity of Minnesota, 1987 Upper Buford Circle, St. Paul, MN 55108, USA
Department of Applied Statistics, 357 Ford Hall, Uni6ersity of Minnesota, 224 Church St. SE, Minneapolis, MN 55455, USA
Received 7 June 1999; received in revised form 15 February 2001; accepted 23 February 2001
Abstract
A method for sensitivity analysis of a simulation model is presented, together with an illustrative example. The
PlackettBurman technique allows the concurrent consideration of numerous parameters. The required number of
model scenarios necessary for completion of the analysis is approximately twice the number of parameters.
Advantages to the technique include simultaneously investigating all parameters, as well as acquiring information
about two-way parameter interactions, by means of a relatively small number of scenarios. A drawback is aliasing
among interactions, which may confound interpretation. 2001 Elsevier Science B.V. All rights reserved.
Keywords: Sensitivity analysis; Parameter interactions; Plackett Burman; Simulation model
1. Introduction
Sensitivity analysis illuminates the relative importance of a models parameters in bringing
about outcomes. In a sensitivity analysis, one
systematically and comprehensively tests to see
how changes in the parameters of the model affect
the models output (Starfield and Bleloch, 1991,
p. 58). Which of the parameters exert a significant
influence on the output variables? Which are inconsequential? Do increments in any parameters
* Corresponding author. Present address: Department of
Biology, Ripon College, PO Box 248, 300 Seward Street,
Ripon, WI 54971-0248, USA; Tel.: +1-920-7485874; fax:
+1-920-7487243.
E-mail address: beresd@mail.ripon.edu (D.L. Beres).
0304-3800/01/$ - see front matter 2001 Elsevier Science B.V. All rights reserved.
PII: S 0 3 0 4 - 3 8 0 0 ( 0 1 ) 0 0 2 7 1 - X
172
One way to the obtain the interactions of interest would be to implement the sensitivity analysis
by means of a complete factorial design. The
complete factorial would consist of all possible
combinations (assemblies) of selected high and
low values for the parameters. Using an upper
and lower value for each parameter, such a design
would reveal interactions of all orders in addition
to main effects. The number of distinct scenarios
required to execute the complete factorial is 2c
where c is the number of parameters and 2 is a
consequence of using two values for each. For
even as few as 10 parameters, implementing a
complete design would be inconvenient (210 =
1024), to say the least. Henderson-Sellers and
Henderson-Sellers (1996) recommended using
fractional factorial experimentation to reduce the
number of scenarios needed for the sensitivity
analysis. However, for 10 parameters, even the 1/4
fractional design would require a fairly large number (28 = 256) of distinct scenarios.
Another approach might be to devise a design
combining OAAT technique together with consideration of all pairings of parameters. Such an
approach is feasible when there are but a few
parameters (56 scenarios for the case of 10
parameters). However, if the model contains a
large number of parameters, as may be the case
with ecological models, even this combined design
might not be practicable. A better option is explained below.
A Plackett Burman (PB) design (Plackett and
Burman, 1946) with foldover (Box et al., 1978;
Montgomery, 1997) provides an alternative which
allows simultaneous examination of the entire
suite of parameters and is both convenient and
informative. The PB design specifies a selected
subset of the scenarios prescribed by a complete
factorial. Thus, in contrast to the sampling
schemes for stochastic model sensitivity analysis
described by Swartzman and Kaluzny (1987), PB
provides a simple blueprint for accomplishing the
investigation. Furthermore, PlackettBurman
sensitivity analysis (PBSA) is context-free; it is
equally useful for any sort of model having many
parameters (and a numerical response), but especially for computer-coded simulation models.
PBSA addresses the subject of the sensitivity of
stochastic models in a prescriptive way.
Table 1
Concise outline of method for PBSA of simulation model
(1) Determine parameters to be tested; select upper and
lower values.
(2) Find appropriate PB pattern.
(3) Create PBSA matrix.
(4) Run prescribed scenarios.
(5) Calculate (main) effect of each parameter on target
response variable.
(6) Sort effects; decide which are important.
(7) Calculate effects of two-way interactions of paired
parameters.
(8) Sort interaction effects; decide which are important.
(9) Interpret results.
173
suitable tolerances for the components of a certain assembly; more generally of ascertaining the
effect of quantitative or qualitative alterations
in the various components upon some measured
characteristic of the complete assembly (Plackett
and Burman, 1946, p. 305) This description
is a reasonable definition of sensitivity analysis if
the measured characteristic is understood
to be an output variable from the model under
scrutiny.
To summarize, the rationale for PBSA includes
these points:
PBSA is not a OAAT method
PBSA finds 2-way interactions
PBSA is not restricted to any particular type of
model
PBSA is prescriptive, using pre-determined
designs
PBSA is efficient in terms of number of scenarios needed
PBSA designs for up to 100 parameters are
readily available
PBSA rankings are easy to compute
PBSA works with categorical as well as numerical parameters
PBSA does not require parameters to be considered over identical intervals
PBSA is statistically sound
Despite these virtues, PBSA does not appear to be
well known by ecologists. None of the references
located in a science citations search on the Plackett and Burman (1946) paper were from ecological
or biological literature.
Below is a guide for performing PBSA, accompanied by a detailed example. This tutorial is
intended for an audience conversant in the vocabulary of mathematics and modeling. No particular
statistical background is required. An outline of
the procedure (Table 1) provides an overview. The
guide consists of explanation for each of the steps
in the Table 1 outline. A sample analysis, crafted
to illustrate PBSA technique, follows the guide. A
conventional OAAT sensitivity analysis for the
Example Model follows the PBSA. The drawbacks of the OAAT are delineated. Further information on PBSA may be found in many standard
texts on design and analysis of experiments.
174
175
176
Table 2
Parameter values selected for PBSA of Example Model
Parameter
Lower value
Upper value
S0 (chick survival)
S1 (juvenile survival)
S2 (subadult survival)
S3 (adult survival)
DC (double-clutching)
RF (release fraction)
0.675
0.675
0.765
0.85
No
0.7
0.825
0.825
0.935
0.99
Yes
0.9
plified from a real population model. It is designed to focus on the PBSA procedure and allow
uncomplicated explanations. The example is
derived from a detailed model of an endangered
North American bird which has its population
augmented through a captive breeding program.
However, the point of this paper is to focus on
the PBSA features and technique, not the particular model or species. The example has been
severely pared down to present a useful illustration; it is not intended to represent reality. A full
analysis of the actual model utilized 128 combinations of its 57 parameters and reported on three
response variables (Beres, 2000). The details of the
model structure are unimportant for the understanding of PBSA methodology and are not discussed here. The Example Model predicts the
number of individuals after a designated period of
time in a small population of long-lived birds. The
population has two components, captive and wild.
Annual releases from a captive-breeding program
augment the wild population. Outputs other than
population are available from the actual model,
but one response variable suffices for purposes of
demonstrating the execution of PBSA. The size of
the wild (sub)population at the end of a 30-yr
period is the response variable used here. It
should be observed, however, that the PBSA procedure is equally applicable to all sorts of manyparametered ecological models, not only to
population models.
Table 3
Top half of PBSA matrixa
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Table 4
Complete PBSA matrixa
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
a
Top half is identical to Table 3. Lower half is formed by
foldover: signs in the lower eight rows are opposite to those in
upper eight rows. Columns l6 associate with the parameters:
S0, S1, S2, S3, DC, RF. Final column is unused.
177
178
Table 5
PBSA parameter values for Example Model, with population (response variable) outputa
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
Scenario
a
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
S0
S1
S2
S3
DC
RF
Population
0.825
0.675
0.675
0.825
0.675
0.825
0.825
0.675
0.675
0.825
0.825
0.675
0.825
0.675
0.675
0.825
0.825
0.825
0.675
0.675
0.825
0.675
0.825
0.675
0.675
0.675
0.825
0.825
0.675
0.825
0.675
0.825
0.935
0.935
0.935
0.765
0.765
0.935
0.765
0.765
0.765
0.765
0.765
0.935
0.935
0.765
0.935
0.935
0.85
0.99
0.99
0.99
0.85
0.85
0.99
0.85
0.99
0.85
0.85
0.85
0.99
0.99
0.85
0.99
Yes
No
Yes
Yes
Yes
No
No
No
No
Yes
No
No
No
Yes
Yes
Yes
0.7
0.9
0.7
0.9
0.9
0.9
0.7
0.7
0.9
0.7
0.9
0.7
0.7
0.7
0.9
0.9
53.4
128.9
126.8
62.2
17.8
25.4
39.0
5.9
33.1
12.1
11.1
25.2
86.9
61.5
40.8
235.6
( 914.4)
( 926.4)
( 925.1)
( 914.9)
( 96.6)
( 98.9)
( 911.5)
( 93.4)
( 99.6)
( 95.5)
( 95.5)
( 98.7)
( 920.6)
( 915.1)
( 911.9)
( 946.3)
Population numbers (birds) are means ( 9 S.D.) over 1000 replicates having the settings specified by the particular scenario.
Table 6
Effects of parameters on response variable P (population)
S0
S1
S2
S3
DC
RF
10.7
22.4
60.0
72.8
31.8
18.0
Table 7
Effects (of parameters on response variable) in descending order
S3
S2
DC
S1
RF
S0
72.8
60.0
31.8
22.4
18.0
10.7
The direction of the change in S3 and the anticipated increment in Population is the same; if S3 is
decreased by 0.07, then the result would be 35
fewer birds. For survival in the youngest age class
S0, the effect of a increment of 0.075, either up or
down, is a change of approximately five birds, in
the same direction, at the end of the time period
modeled. The size of the change for S0 was calculated by (0.8250.675)/2 = 0.075 and the score
10.7 was divided by two to get the size of the
related effect. Although the increment in S0 is
larger than the one is S3, it has a smaller effect.
Approximately 30 more birds in the wild population (over the modeled time) is the anticipated
Scenario (row)
S3S0
S3S1
S3S2
S3DC
S3RF
S2S0
S2S1
S2DC
S2RF
S1S0
S1DC
S1RF
S0DC
S0RF
DCRF
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
a
Signs derived by multiplying the appropriate columns of Table 4. Pairs, obtained from all combinations of two parameters, may be placed in any sequence, and order of the 2 elements
within any pair does not matter.
Table 8
Signs used to calculate effects of parameter pairsa
179
180
effect of including double-clutching in the husbandry for the captives. Thus, eliminating doubleclutching would reduce the size of the population
by 30 compared to what would otherwise be
predicted. Because DC is a discrete parameter,
there is no amount of change to calculate, as
can be done for the survival parameters.
S3S1
16.6
S3S2
35.6
S3DC
17.7
S3RF
18.4
S2S0
9.2
S2S1
18.4
S2DC
15.7
S2RF
16.6
S1S0
15.7
S1DC
9.2
S1RF
35.6
S0DC
18.4
S0RF
17.7
DCRF
7.6
Table 10
Interactions by decreasing impacta
Pair
Interaction effect
S1RF
S3S2
S0DC
S2S1
S3RF
S0RF
S3DC
S2RF
S3S1
S1S0
S2DC
S1DC
S2S0
DCRF
S3S0
35.6
35.6
18.4
18.4
18.4
17.7
17.7
16.6
16.6
15.7
15.7
9.2
9.2
7.6
7.6
Interaction effect
S3S2
S2S1 or S3RFb
S3DC
S3S1 or S2RFb
S2DC
S2S0
S3S0
35.6
18.4
17.7
16.6
15.7
9.2
7.6
a
One pair from each alias group was chosen, by importance
of individual effects. Only pairs involving S3, or S2 were
included.
b
If it were deemed necessary, the question over which of the
pairs is chiefly responsible for the effect could be resolved.
half the distance between their plus and minus PBSA values, the population should be increased by 84.2, the sum of 36.4, 30.0 and 17.8, or
half the sum of 72.8, 60.0, and 35.6. Observe that
the interaction effect S3S2 has similar magnitude to the individual effect of DC (35.631.8).
If the interactions are pared down to those
concerning only the two parameters whose main
effects were the largest, a simpler table results
(Table 11). A reduction of this sort (based upon
the sparsity of effects principle) may be useful for
situations involving a large number of parameters.
Further consideration of the relative sizes of the
remaining pairs (Table 11) leads to the observation that only the S3S2 seems large enough to
matter much. However, if it were considered desirable to resolve the question of attributing the
major portion of the effect from a particular alias
group, this could be accomplished with some additional runs. Discussion of this refinement is
beyond the scope of the present paper.
181
4. Discussion
In the case of the example, recommendations
for the management are possible, as well as advice
regarding data collection. If the most significant
of the parameters does not have values based on
good data, then the suggestion would be to obtain
more/better data, if possible, or to be cautious in
the decision-making if actions must be taken without more data. If there is confidence in the quality
of the data, then the counsel would be to do all
possible to maximize survival for the two upper
age classes. Furthermore, double-clutching in the
captive population appears to be a useful strategy
because the effect of DC, though smaller than S3
and S2, is still appreciable. If management questions involve making choices, the PBSA may assist in ranking them. For example, it would be
more advisable to choose actions which ensure a
high value for S2 than to expend resources on
improving S1. Debate about small changes in RF
would not be productive; RF makes little difference in population. Because they are derived from
the analysis of the Example Model, all of these
conclusions are hypothetical. They are merely intended to illustrate the scope of inference.
While PB with foldover provides a clear estimate of the main effects and has a very good
chance of finding the important interactions (Box
et al., 1978), it does not guarantee uncovering the
latter. The tradeoff between efficiency and complete information must be acknowledged. Also,
apparent interaction effects may be confounded
(aliased) and thus, care must be used in interpretation of the output from the design (Montgomery, 1997).
5. Comparison
To compare with the PBSA, a conventional
OAAT sensitivity analysis was performed on the
182
Default
Alternate value
S0 (chick survival)
S1 (juvenile survival)
S2 (subadult survival)
S3 (adult survival)
DC (double-clutching)
RF (release fraction)
0.75
0.75
0.85
0.95
Yes
0.8
0.675
0.675
0.765
0.85
No
0.7
Table 13
OAAT sensitivity analysis outputs (mean 9 S.D.) from Example Model, ranked by percent change
Scenarioa
Population
All defaults
S3
DC
S2
S1
RF
S0
72.0
27.1
41.5
41.7
61.3
65.0
67.4
( 9 17.3)
( 9 8.8)
( 912.3)
( 911.9)
( 9 15.4)
( 915.4)
( 916.3)
%
Changeb
na
62.4
42.4
42.1
14.9
9.7
6.4
6. Conclusion
PBSA makes possible the consideration of a
multitude of parameters simultaneously. It requires a modest number of scenarios (approximately twice the number of parameters) in
comparison to those that would be needed for a
complete factorial design. There is no need to
restrict the analysis to the presumed most powerful parameters. All parameters may be easily investigated. Most importantly, PBSA enables the
modeler to uncover 2-way interactions which
might not otherwise be suspected to be influential.
In setting up PBSA, the parameters do not need
to be tested over identical intervals, but rather the
upper and lower values chosen for the analysis
should be selected as the reasonable extremes for
the particular parameter. Categorical parameters,
such as yesno decisions, may be included in the
analysis.
The main effects are clearly delineated in the
analysis, and are separate from the 2-way
interactions, as well. The interaction effects
may be aliased, but further analysis (not
presented here) makes it possible to tease these
apart, if desired. Within an alias group the effects
are caused by a linear combination of the pairs
involved. The sparsity of effects principle
allows the assumption that the greatest contribution is made by the pair whose individual
components were of greatest importance. However, these individual parameters may not be the
most influential of all single factors. Thus, the
PBSA may expose otherwise undetected
effects. PBSA is simple, convenient, and informative. For ecological modelers, PBSA is an essential tool.
Acknowledgements
During preparation of the manuscript,
valuable suggestions were made by Anthony M.
Starfield, Norbert J. Kuenzi, Robert G. Haight
and Karl A. Beres. The authors also thank two
anonymous reviewers for their useful recommendations.
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