1. MDU Development Unit Model

2. MDU Development Unit Model Howard Redway Model Development Unit UK Department for Work and Pensions Howard.Redway@dwp.gsi.gov.uk IMA Conference May 18 2012 Comparison of LIAM2 and Genesis Model Generators

3. MDU Development Unit Model Background:Why Were Genesis and LIAM2 Developed How Are They Used Overview of the Structure of Genesis and LIAM2 Main Differences in Functionality Structure of a Genesis Model Structure of a LIAM2 Model Simple Example of Genesis and LIAM2 Code More Complex Example of Genesis and LIAM2 Code Conclusions Questions Further Information Presentation Overview

4. MDU Development Unit Model Originally Developed for Pensim2 (replacing for Pensim) To model State and Private Pensions policies Desktop tool Parameter driven by users Maintainable within DWP (Not black box like Pensim) Based on DWP standard language – SAS Why Genesis was Developed and How is it Used (1)

5. MDU Development Unit Model Originally Developed for Pensim2 (replacing for Pensim) To model State and Private Pensions policies Desktop tool Parameter driven by users Maintainable within DWP (not black box like Pensim) Based on DWP standard language – SAS Realised it could generate a wide class of models Became Genesis separate from Pensim2 5 other Genesis models in addition to Pensim2 Genesis is owned and maintained by DWP Why Genesis was Developed and How is it Used (1)

6. MDU Development Unit Model Pensim2: First release 2004 Used by the Pensions Commission Private and State Pension Policy Development Forecasting Up to 20 users at any one time High turnover of users and developers About 6 released a year (2 major) Why Genesis was Developed and How is it Used (2)

7. MDU Development Unit Model LIAM2 was developed: For the development and management of large dynamic microsimulation models by teams of researchers To be flexible so that modellers can update the models fast to changes in the circumstances To separate the computer programming from the model development Microsimulation teams no longer have to reinvent the wheel Different teams can cooperate more easily Why LIAM2 Developed and How is it Used

8. MDU Development Unit Model LIAM2 was developed: For the development and management of large dynamic microsimulation models by teams of researchers To be flexible so that modellers can update the models fast to changes in the circumstances To separate the computer programming from the model development Microsimulation teams no longer have to reinvent the wheel Different teams can cooperate more easily As an open source tool running on a standard PC Why LIAM2 Developed and How is it Used

9. MDU Development Unit Model LIAM2 was developed: For the development and management of large dynamic microsimulation models by teams of researchers To be flexible so that modellers can update the models fast to changes in the circumstances To separate the computer programming from the model development Microsimulation teams no longer have to reinvent the wheel Different teams can cooperate more easily As an open source tool running on a standard PC Several models produced or under development Why LIAM2 Developed and How is it Used

10. MDU Development Unit Model LIAM2 was developed: For the development and management of large dynamic microsimulation models by teams of researchers To be flexible so that modellers can update the models fast to changes in the circumstances To separate the computer programming from the model development Microsimulation teams no longer have to reinvent the wheel Different teams can cooperate more easily As an open source tool running on a standard PC Several models produced or under development LIAM2 is being developed at the Federal Planning Bureau (Belgium), with funding and testing by CEPS/INSTEAD (Luxembourg) and IGSS (Luxembourg), and EU funding Why LIAM2 Developed and How is it Used

11. MDU Development Unit Model LIAM2 is: An interpreter/compiler Written in Python (model developer and users do not need to know this) The model is specified in text as a LIAM2 program In YAML-markup language (independent of Python) Most LIAM2 statements are interpreted and executed (some are compiled) Structure of a Model: LIAM2 (1)

12. MDU Development Unit Model Structure of a Model: LIAM2 (2) LIAM2

13. MDU Development Unit Model Structure of a Model: LIAM2 (2) LIAM2 Model Specification (YAML format)

14. MDU Development Unit Model Structure of a Model: LIAM2 (2) LIAM2 Alignment Matrices Model Specification (YAML format)

15. MDU Development Unit Model Structure of a Model: LIAM2 (2) LIAM2 Base Data Alignment Matrices Model Specification (YAML format)

16. MDU Development Unit Model Structure of a Model: LIAM2 (2) LIAM2 Output Base Data Log and PC Output Alignment Matrices Model Specification (YAML format)

17. MDU Development Unit Model Genesis is: A code generator Written in SAS Model specified as parameters in Excel sheets Writes and then runs a SAS program Structure of a Model: Genesis (1)

18. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine

19. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine Parameters Excel Spreadsheets

20. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine Static Code Developers Own SAS Parameters Excel Spreadsheets

21. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine SAS Program Static Code Developers Own SAS Parameters Excel Spreadsheets

22. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine SAS Program Static Code Developers Own SAS Parameters Excel Spreadsheets Base Data

23. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine SAS Program Static Code Developers Own SAS Parameters Excel Spreadsheets Output Base Data Log

24. MDU Development Unit Model Structure of a Model: Genesis (1) Genesis Model Engine Tools SAS Program Tools Static Code Developers Own SAS Parameters Excel Spreadsheets Output Base Data Log

25. MDU Development Unit Model Genesis has: Static Code: Provides the flexibility to code in SAS processes that are not supported by the specific Genesis functionality Missing values: SAS missing value indicator enable missing values to be trapped (LIAM2 uses -1 and FALSE for Integer and Boolean missing values). Date processing Unordered Polychotomous Regressions Main Differences in Functionality (1)

26. MDU Development Unit Model Genesis has: Static Code: Provides the flexibility to code in SAS processes that are not supported by the specific Genesis functionality Missing values: SAS missing value indicator enable missing values to be trapped (LIAM2 uses -1 and FALSE for Integer and Boolean missing values). Date processing Unordered Polychotomous Regressions Ordered Polychotomous Regressions Probit Regression (specific functionality) Main Differences in Functionality (1)

27. MDU Development Unit Model LIAM2 has: Interactive Console and Breakpoints: Powerful debugging tool (inspection of variables and step through procedures) Temporary Variables: Not saved automatically and may be local to a procedure Main Differences in Functionality (2)

28. MDU Development Unit Model LIAM2 has: Interactive Console and Breakpoints: Powerful debugging tool (inspection of variables and step through procedures) Temporary Variables: Not saved automatically and may be local to a procedure Macros (more general than Genesis Selection Criteria) One2Many links and link functions Forced outcomes with alignment (take/leave) Partnership matching Cloning: create a new record copying selected variables Output functions (can be switched off) Main Differences in Functionality (2)

29. MDU Development Unit Model How would you assign level of education in LIAM2 for persons aged 25 and over? Assuming the variables Age and EducationLevel had be defined Specify the following as a process for the entity person. Example 1: Simple LIAM2 Choice Process

30. MDU Development Unit Model How would you assign level of education in LIAM2 for persons aged 25 and over? Assuming the variables Age and EducationLevel had be defined Specify the following as a process for the entity person. EducationLevel: if( (Age>25) and (EducationLevel != -1), choice([2,3,4], [0.25, 0.39, 0.36]), EducationLevel ) Example 1: Simple LIAM2 Choice Process

31. MDU Development Unit Model How would you assign level of education in LIAM2 for persons aged 25 and over? Assuming the variables Age and EducationLevel had be defined Specify the following as a process for the entity person. EducationLevel: if( (Age>25) and (EducationLevel != -1), choice([2,3,4], [0.25, 0.39, 0.36]), EducationLevel ) The within the simulation block of the program: person: [EducationLevel] Example 1: Simple LIAM2 Choice Process

32. MDU Development Unit Model Example 1: Simple Genesis DPM Action SelectionCriteriaRule Sheet SelectionCriteriaCondition1Condition2 Over25_Education_Not_Assignedpa_Age>25MISSING(pa_EducationLevel)

33. MDU Development Unit Model Example 1: Simple Genesis DPM Action Table NameData Item paEducationLevel Selection Criteria Outcome 2002200320042005 2 0.25 3 0.39 4 SelectionCriteriaRule Sheet DPM_Assign_Education Sheet SelectionCriteriaCondition1Condition2 Over25_Education_Not_Assignedpa_Age>25MISSING(pa_EducationLevel)

34. MDU Development Unit Model Example 1: Simple Genesis DPM Action ActionsNameSelection CriteriaTablenameVariable DPM_Assign_EducationOver25_Education_Not_AssignedpaEducationLevel Table NameData Item paEducationLevel Selection Criteria Outcome 2002200320042005 2 0.25 3 0.39 4 SelectionCriteriaRule Sheet ActionRule Sheet DPM_Assign_Education Sheet SelectionCriteriaCondition1Condition2 Over25_Education_Not_Assignedpa_Age>25MISSING(pa_EducationLevel)

35. MDU Development Unit Model Example 2: More Complex Genesis DPM Action DPM_Assign_Education Sheet Table NameData Item paEducationLevel Selection Criteria Outcome 2002200320042005 Man_UK_Born 2 0.250.240.23 Man_UK_Born 3 0.39 0.380.37 Man_UK_Born 4 Man_NonUK_Born 2 0.25 Man_NonUK_Born 3 0.39 Man_NonUK_Born 4 Woman_UK_Born 2 0.23 Woman_UK_Born 3 0.23 Woman_UK_Born 4 Woman_NonUK_Born 2 0.23 Woman_NonUK_Born 3 0.23 Woman_NonUK_Born 4

36. MDU Development Unit Model EducationLevel: if( (age>25) and (EducationLevel != -1) and (Man_UK_Born), if((period=2002),choice([2,3,4],[0.25,0.39,0.36]), if((period=2003),choice([2,3,4],[0.24,0.39,0.37]), if((period=2004),choice([2,3,4],[0.23,0.38,0.39]), if((period=2005),choice([2,3,4],[0.23,0.37,0.4]), EducationLevel ) ) ) ), Example 2: More Complex LIAM2 Choice Process

37. MDU Development Unit Model EducationLevel: if( (age>25) and (EducationLevel != -1) and (Man_UK_Born), if((period=2002),choice([2,3,4],[0.25,0.39,0.36]), f((period=2003),choice([2,3,4],[0.24,0.39,0.37]), if((period=2004),choice([2,3,4],[0.23,0.38,0.39]), if((period=2005),choice([2,3,4],[0.23,0.37,0.4]), EducationLevel ) ) ) ), if( (age>25) and (EducationLevel != -1) and (Man_NonUK_Born) etc ) Example 2: More Complex LIAM2 Choice Process

38. MDU Development Unit Model LIAM2 and Genesis are both able to generate discrete dynamic microsimulation models containing similar processes (demographic, labour market, pension processes) Genesis requires SAS (currently version 9.1) Genesis is owned and maintained by DWP LIAM2 is Open Source Conclusions (1)

39. MDU Development Unit Model LIAM2 and Genesis are both able to generate discrete dynamic microsimulation models containing similar processes (demographic, labour market, pension processes) Genesis requires SAS (currently version 9.1) Genesis is owned and maintained by DWP LIAM2 is Open Source There are a few major differences in functionality Genesis has Static Code LIAM2 has Interactive Console and Temporary variables Conclusions (1)

40. MDU Development Unit Model LIAM2 and Genesis are both able to generate discrete dynamic microsimulation models containing similar processes (demographic, labour market, pension processes) Genesis requires SAS (currently version 9.1) Genesis is owned and maintained by DWP LIAM2 is Open Source There are a few major differences in functionality Genesis has Static Code LIAM2 has Interactive Console and Temporary variables Many other differences in functionality Conclusions (1)

41. MDU Development Unit Model LIAM2 and Genesis are both able to generate discrete dynamic microsimulation models containing similar processes (demographic, labour market, pension processes) Genesis requires SAS (currently version 9.1) Genesis is owned and maintained by DWP LIAM2 is Open Source There are a few major differences in functionality Genesis has Static Code LIAM2 has Interactive Console and Temporary variables Many other differences in functionality Different approach to how a model is specified Conclusions (1)

42. MDU Development Unit Model The slow running of Genesis is a concern Currently looking for ways to speed this up LIAM2 appears to be significantly faster No direct comparison available yet Conclusions (2)

43. MDU Development Unit Model The slow running of Genesis is a concern Currently looking for ways to speed this up LIAM2 appears to be significantly faster No direct comparison available yet If both Genesis and LIAM2 are capable of generating a specific model with acceptable runtimes then the most appropriate interface for the intended users is likely to be a significant factor Conclusions (2)

44. MDU Development Unit Model Questions? Genesis Information: Howard.Redway@dwp.gsi.gov.uk Or any member of the Model Development Unit Two presentations in the next session LIAM2 information: http://liam2.plan.be/ Questions Further Information