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IGSS Luxembourg. LIAM 2: A NEW OPEN SOURCE DEVELOPMENT TOOL FOR THE DEVELOPMENT OF DISCRETE-TIME DYNAMIC MICROSIMULATION MODELS. GAËTAN DE MENTEN ( Federal Planning Bureau) GIJS DEKKERS ( Federal Planning Bureau, CESO University of Leuven, and CEPS/INSTEAD )

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IGSS LuxembourgLIAM 2: A NEW OPEN SOURCE DEVELOPMENT TOOL FOR THE DEVELOPMENT OF DISCRETE-TIME DYNAMIC MICROSIMULATION MODELS

GAËTAN DE MENTEN (Federal Planning Bureau)

GIJS DEKKERS (Federal Planning Bureau, CESO University of Leuven, and CEPS/INSTEAD)

PHILIPPE LIÉGEOIS (CEPS/INSTEAD and DULBEA, ULB)

RAPHAËL DESMET (Federal Planning Bureau)

RAYMOND WAGENER (IGSS)

CATHAL O’DONOGHUE (TEAGASC and NUIR)

contents of the presentation
LIAM2Contents of the Presentation

IGSS Luxembourg

LIAM2 : Objectives

Situating LIAM2 in the family of modelling packages

Some key elements of LIAM2

PERFORMANCE of LIAM2

Conclusions

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

slide3
LIAM2

Microsimulation

IGSS Luxembourg

Microsimulation models simulate compound objects, such as holdings/firms/plants; groups/households/individuals) on a moment in time, or their events over time.

In a dynamic setting, individuals are born (firms are started), they marry/divorce (firms merge, parts are sold), go through an economic career (idem), they retire and die (go bankrupt; are absorbed by another firm).

All these processes can be modelled and simulated by LIAM2

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

introduction
LIAM2Introduction

IGSS Luxembourg

LIAM2 is a new tool for the development of (large scale) dynamic microsimulation models (prospective as well as retrospective) with dynamic cross-sectional ageing (but also static models as a by-product)

The result of a collaborative project

  • Development and testing: Federal Planning Bureau
  • Testing and complementary funding: CEPS/INSTEAD and the General Inspectorate of Social Security (IGSS) in Luxembourg
  • LIAM and conceptual assistance: Cathal O’Donoghue

European funding (MiDaL Project 2009-2011, PROGRESS programme, Grant VS/2009/0569)

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

liam2 objectives
A development framework for the modelling and simulation of large scale discrete-time dynamic microsimulation models with cross-sectional dynamic ageing and alignment

A user-friendly and efficient development framework :

Separate “modellers” and “programmers”

Implementation of language which is easy to use for the modellers

Use state-of-the-art methods for data handling and simulation

Stimulate collaboration between development teams through the use of a common development approach

Be open source, so that developers worldwide may add to the toolbox and make accessible their own modules when relevant for the community

LIAM2

LIAM2 : Objectives

IGSS Luxembourg

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

situating liam2
LIAM2Situating LIAM2

IGSS Luxembourg

Developed based on the experience gained throughusingLIAM, but more general, faster, highercapacity, YAML, user interaction, modeling on multiple objectlevels, etc.

GENESIS : a generic SAS model and dataset. JAMSIM, ModGen : libraries for microsimulation in Java, respectively C++.

GENESIS used only by the UK MW&P. Not availableModGen, JAMSIM : Available but not open source LIAM : Available and open source ad hoc on request LIAM2: Available and open source (GNU Public License version 3)

LIAM2; GENESIS = discrete-time dynamic ageing MSM JAMSIM = discrete-time agent-based (?) models, ModGen= (mostly) continuous-time modelling.

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

a model in liam2 a the bricks
LIAM2A Model in LIAM2 : (A) The Bricks

IGSS Luxembourg

ENTITIES : objects (persons, households, firms, cell, …) with a unique identifier

FIELDS : attributes of an entity (e.g. person’sage)

LINKS : relationbetweenentities (e.g. person’schildren) ; canlead to subsequent use (e.g. spouse.mother.age)

GLOBALS : a parameter not related to a specific entity, may vary through time (e.g. CPI)

PROCESSES : assignments, which change the value of a variable (e.g. « age+1 ») using an expression, and actions which do not (e.g. remove dead person)

MACROS : piece of code, re-evaluatedeach time itisreferenced (e.g. « WIDOW: civilstate == 5 »)

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

a model in liam2 b preparing the input dataset
LIAM2A Model in LIAM2 : (B) Preparing the Input Dataset

IGSS Luxembourg

One CSV file for « globals » and one file for all entities and fields

Create a description file, thenrunit (e.g. bundled editor, F5) => HDF5

Input created

«normal.h5 »

NB : This creationmust bedoneonly once(then LIAM2 readsthe HDF5 input as it has been setearlier)

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

a model in liam2 c the general structure
LIAM2A Model in LIAM2 : (C) the general structure

IGSS Luxembourg

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

a model in liam2 c defining additional features
LIAM2A Model in LIAM2 : (C) Defining – Additional Features

IGSS Luxembourg

LIAM2 allows for

  • « many2one » or « one2many » links
  • mathematicalfunctions,
  • conditional expressions,
  • aggregatefunctions,
  • temporal functions,
  • linkfunctions,
  • randomfunctions,
  • stochastic simulations,
  • life-cycle functions,
  • matchingfunctions,
  • output functions

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

a model in liam2 a word on alignment
LIAM2A Model in LIAM2 : a word on alignment

IGSS Luxembourg

« logit_regr(expr[, align=‘filename’)]) »

No specific routine for monetaryalignmentisneeded.

LIAM2 allows for state alignment by sorting on –up to- 3 dimensions at a time.

  • E.g. alignment to gender, age-category and previous labour market state.

LIAM2 allows for « soft » and « hard » take- and leave- routines

  • Soft take and leave: manipulate the risks
  • Hard take and leave: specifycategorieswithin the alignmentprocedure

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

a model in liam2 d running and e debugging outputting
LIAM2A Model in LIAM2 : (D) Running and (E) Debugging & Outputting

IGSS Luxembourg

Run the model (e.g. bundled Notepad++ editor => F6)

Debugginge.g. throughinteractive console

  • while running (error messages or intermediateresults)
  • or at the end
  • or ex post

Breakpoints (« breakpoint([period]) ») canbeintroduced in the model, whichwillautomaticallylaunch the interactive console

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

performance of liam2
LIAM2PERFORMANCE of LIAM2

IGSS Luxembourg

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

the state of affairs where is liam2 being used
LIAM2The state of affairs: where is liam2 being used?

IGSS Luxembourg

The model MIDAS_BE is operational in Belgium

Model developments are beingdone in

  • Luxembourg (CEPS/INSTEAD: MIDAS_Lu),
  • Hungary (CANPI: MIDAS_Hu),
  • Italy (Tesoro: T-DYMM)

Testingisgoing on in

  • the Netherlands (UitvoeringsinstituutWerknemersverzekeringen)
  • UK (Department of Work and Pensions)
  • Academics in Japan, South Korea, Suriname, the Netherlands, Spain

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

liam2 how to proceed
LIAM2LIAM2 : HOW TO PROCEED?

IGSS Luxembourg

Download the LIAM2 bundle fromhttp://liam2.plan.be/

The bundle includes :

  • The executable (either 32 or 64 bit version)
  • A text editor (Notepad++), pre-configured to work with LIAM2
  • Documentation
  • A demonstration model (20,200 persons, 14,700 households)

Create the starting dataset, alignment tables and behavioural equations

have fun!

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

conclusions
LIAM2Conclusions

IGSS Luxembourg

LIAM2, a new developmenttoolfor the development of (large scale) static and discrete-time dynamic microsimulation models

User-friendly and Open source (low entry cost)

Efficient and fast, using state-of-the-art methods for data-handling and simulation methods, transparant for the end-user (modeller), using YAML and macros.

Available for free

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

thank you merci bien
LIAM2Thank you – Merci bien

IGSS Luxembourg

Gijs Dekkers- Séminaire scientifique Caisse des Dépôts, Bordeaux Lac. Jeudi 15 novembre 2012

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