Overview (SIMRUN command)

The SIMRUN command runs a simulation based on a simulation plan created from the SIMPLAN command. All settings required to run the simulation are specified in the simulation plan file. The SIMRUN command only provides options for customizing the output.

Simulation in IBM® SPSS® Statistics refers to simulating input data to predictive models using the Monte Carlo method and evaluating the model based on the simulated data. The distribution of predicted target values can then be used to evaluate the likelihood of various outcomes.

Uncertain inputs are modeled with probability distributions and simulated values for those inputs are generated by drawing from those distributions. Inputs whose values are known are held fixed at the known values. The predictive model is evaluated using a simulated value for each uncertain input and fixed values for the known inputs to calculate the target (or targets) of the model. The process is repeated many times (typically tens of thousands or hundreds of thousands of times), resulting in a distribution of target values. Each repetition of the process generates a separate data record that consists of the set of simulated values for the uncertain inputs, the values of the fixed inputs, and the predicted target (or targets) of the model.

You can also simulate data in the absence of a predictive model by specifying probability distributions for variables that are to be simulated. Each generated data record consists of the set of simulated values for the specified variables.

Options

Distributions of target values. For continuous targets you can display the probability density function and the cumulative distribution function of the predicted values. For categorical targets, you can display the percentage of simulated cases that fall in each category of the target. For categorical targets of PMML models, you can also display histograms of the probability distribution (over the simulated cases) for each of the categories of the target. For Two-Step cluster models and K-Means cluster models, you can display a bar chart of cluster membership.

Scatterplots and boxplots. You can display scatterplots of each target with each of its simulated inputs, and you can display boxplots of the distribution of predicted values for each continuous target.

Tornado charts. You can create tornado charts (horizontal bar charts) that display relationships between targets and simulated inputs using a variety of metrics.

Associations. You can display a table of correlation coefficients between simulated inputs. When simulated inputs with categorical distributions are generated from a contingency table, you can display the contingency table of the simulated data for those inputs.

Customizing results from sensitivity analysis. When the simulation plan contains specifications for sensitivity analysis, independent sets of simulated data are generated, allowing you to investigate the effect of systematic changes in a fixed input or in a distribution parameter for a simulated input. The SIMRUN command provides options for displaying the results from the different sets of simulated data.

Basic Specification

The basic specification is the SIMRUN command with a PLAN subcommand that specifies the simulation plan file.

Syntax Rules

• The PLAN subcommand is required. All other subcommands are optional.
• Subcommands can be specified in any order.
• An error occurs if a keyword is specified more than once within a subcommand.
• Parentheses, equals signs, and slashes shown in the syntax chart are required.
• The command name, subcommand names, and keywords must be spelled in full.
• Empty subcommands are not allowed.