Quantitative Modeling in

Social Sciences Research

Ugo Merlone
Psychology Department
University of Turin
Ugo Merlone, SAA MBA
An important quote
The sciences do not try to explain, they hardly even try to interpret,
they mainly make models. By a model is meant a mathematical
construct which, with the addition of certain verbal interpretations,
describes observed phenomena. The justification of such a
mathematical construct is solely and precisely that it is expected to
work - that is correctly to describe phenomena from a reasonably
wide area. Furthermore, it must satisfy certain aesthetic criteria -
that is, in relation to how much it describes, it must be rather
simple.

John von Neumann

'Method in the Physical Sciences', in The Unity of Knowledge, edited by L. Leary (1955), 158. Reprinted in John
Von Neumann, F. Brdy (ed.) and Tibor Vmos (ed.), The Neumann Compendium (2000), 628.

Ugo Merlone, SAA MBA

What are we doing?

We are studying a problem or a process in

order to:
z obtain a better understanding
z be able to predict its behavior

Ugo Merlone, SAA MBA

What we are not doing

z we are not interested in abstract

mathematics
z we are not considering a 1 to 1 map of the
problem we are studying
z when, we are using simulation, we are not
producing a videogame

Ugo Merlone, SAA MBA

Tradeoffs are unavoidable

Thorngate (1976) states that it is impossible to

develop a social behavior theory, which is at
the same time:
z general
z accurate
z simple

Ugo Merlone, SAA MBA

tradeoffs are unavoidable

Weick (1979) illustrate this point as follows

general

simple accurate

Ugo Merlone, SAA MBA

tradeoffs are unavoidable

general
02.00 hours research
z general
z accurate
z (difficult)
simple accurate
Examples
z The Psychoanalytical Theory of Neuroses (Fenichel, 1945)
z Organizational Diagnosis (Levinson, 1972)
z Steps to an Ecology of Mind (Bateson, 1972)

Ugo Merlone, SAA MBA

tradeoffs are unavoidable

general
06.00 hours research
z accurate
z simple
Examples simple accurate
z A Bargaining Theory of Coalition Formation
(Komorita & Chertkoff, 1973)
z Laboratory studies
z Case studies

Ugo Merlone, SAA MBA

tradeoffs are unavoidable

10.00 hours research general

z general
z simple
Examples
z A Garbage Can Model of Organizational simple accurate

Choice (Cohen, March & Olsen, 1972)

z The Management of Organizational Change among Loosely
Coupled Elements (Weick, 1982)
z The Peter Principle: Why Things Always Go Wrong (Peter &
Hull, 1969)

Ugo Merlone, SAA MBA

Basic terminology

z System
z State of the System
z Discrete System
z Continuous System

Ugo Merlone, SAA MBA

Basic terminology

z System
Collection of entities e.g., people or machines, that
act and interact together toward the accomplishment
of some logical end. [Schimidt and Taylor (1970)]
In practice what is meant by the system depends
on the objective of a particular study
The collection of the entities that comprise a system
for one study might be only a subset of the overall
system for another.

Ugo Merlone, SAA MBA

Basic terminology

z State
The collection of variables necessary to
describe a system at a particular time,
relative to the objectives of a study.

Ugo Merlone, SAA MBA

Basic terminology

z Discrete system
A system for which the state variables
change instantaneously at separated points
of time.

Ugo Merlone, SAA MBA

Basic terminology

z Continuous system
A system for which the state variables
change continuously with respect to time.

Ugo Merlone, SAA MBA

Why are we studying a system?

At some point in the lives of most systems,

there is a need to study them to try to
z gain some insight into the relationships
among various components,
or
z predict performance under some new
conditions being considered

Ugo Merlone, SAA MBA

Ways to Study a System

Ugo Merlone, SAA MBA

Ways to Study a System

System

Ugo Merlone, SAA MBA

Ways to Study a System

System

Experiment with the Experiment with a

actual system model of the system

Ugo Merlone, SAA MBA

Ways to Study a System

System

Experiment with the Experiment with a

actual system model of the system

Physical Mathematical
model model

Ugo Merlone, SAA MBA

Ways to Study a System

System

Experiment with the Experiment with a

actual system model of the system

Physical Mathematical
model model

Analytical Simulation
solution

Ugo Merlone, SAA MBA

Experiment with the actual system
vs
Experiment with a model of the system

If it is possible and (cost-effective) to alter the system

physically and then let it operate under the new
conditions, it is desirable to do so, there is no
question about whether what we study is valid.

However, it is rarely rarely feasible to do this,

because the experiment would be often be too costly
or too disruptive to the system.

Ugo Merlone, SAA MBA

Physical Model vs Mathematical Model

Examples of physical models are

clay cars in wind tunnels
cockpits disconnected from their airplanes to be used in pilot
training
But there are examples of
tabletop scale models of material-handling systems
full-scale physical model of a fast food restaurant in a
warehouse, complete with full-scale humans

Yet the most vast majority of models built for such purposes are
mathematical, representing a system in terms of logical and
quantitative relationships that are manipulated and changed to
see how the model reacts, and thus
how the system would react
if the mathematical model is a valid one.
Ugo Merlone, SAA MBA
Analytical Solution vs Simulation (1)

If the model is simple enough, it may be

possible to work with its relationships and
quantities to get an exact and analytical
solution.
If an analytical solution to a mathematical
model is available and is computationally
efficient, it is usually desirable to study the
model in this way rather than via a
simulation.

Ugo Merlone, SAA MBA

Analytical Solution vs Simulation (2)

However, many systems are highly complex,

so that valid mathematical models of them
are themselves complex, precluding any
possibility of an analytical solution.
In this case, the model must be studied by
means of simulation, i.e., numerically
exercising the model for the inputs in
question to see how they affect the output
measures of performance.

Ugo Merlone, SAA MBA

Comparison of simulation packages
with programming languages

Choice of software:
if the selected software is not flexible enough
or it is too difficult to use,
then
the simulation project may produce erroneous
results or may not even be completed

Ugo Merlone, SAA MBA

Advantages of using simulation
packages

z Simulation packages automatically provides

most of the features, resulting in a significant
decrease in programming time
z Natural framework for simulation modeling
z Simulation models are generally easier to
modify and maintain when written in a
simulation package
z Better error detection

Ugo Merlone, SAA MBA

Advantages of using general-purpose
programming languages

z Most modelers already know a programming

language, but this is not the case with a simulation
package
z A simulation model efficiently written in C or C++
may require less execution time than a model
developed in a simulation package
z Programming language may allow greater
programming flexibility than certain simulation
packages
z Software cost is generally lower, but total project
may not be
Ugo Merlone, SAA MBA
Common steps

z Correct formulation of the problem

general
general theoretical models

simple accurate

simulation
Ugo Merlone, SAA MBA
Common steps

z Correct formulation of the problem

general
general theoretical models

KIDS

simple accurate
KISS

simulation
Ugo Merlone, SAA MBA
MUSEUM
On Exactitude in Science
...In that Empire, the Art of Cartography attained such Perfection that
the map of a single Province occupied the entirety of a City, and the map
of the Empire, the entirety of a Province. In time, those Unconscionable
Maps no longer satisfied, and the Cartographers Guilds struck a Map of
the Empire whose size was that of the Empire, and which coincided point
for point with it. The following Generations, who were not so fond of the
Study of Cartography as their Forebears had been, saw that that vast
Map was Useless, and not without some Pitilessness was it, that they
delivered it up to the Inclemencies of Sun and Winters. In the Deserts of
the West, still today, there are Tattered Ruins of that Map, inhabited by
Animals and Beggars; in all the Land there is no other Relic of the
Disciplines of Geography.
Suarez Miranda,Viajes de varones prudentes, Libro IV,Cap. XLV, Lerida, 1658

From Jorge Luis Borges, Collected Fictions,translated by Andrew Hurley

Copyright Penguin 1999
Ugo Merlone, SAA MBA