Simulation Experiments in Practice: Statistical Design and Regression Analysis

Research, Preprint, Article English OPEN
Kleijnen, J.P.C.;
  • Publisher: Operations research
  • Subject: metamodel | experimental designs | C1 - Econometric and Statistical Methods and Methodology: General | C0 - General | generalized least squares | bootstrap | C9 - Design of Experiments | multivariate analysis | metamodel; experimental design; jackknife; bootstrap; common random numbers; validation | metamodel;experimental design;jackknife;bootstrap;common random numbers;validation | metamodels; experimental designs; generalized least squares; multivariate analysis; normality; jackknife; bootstrap; heteroscedasticity; common random numbers; validation | heteroscedasticity | common random numbers | jackknife | experimental design | metamodels | normality | validation | metamodels;experimental designs;generalized least squares;multivariate analysis;normality;jackknife;bootstrap;heteroscedasticity;common random numbers;validation
    • jel: jel:C0 | jel:C1 | jel:C9

In practice, simulation analysts often change only one factor at a time, and use graphical analysis of the resulting Input/Output (I/O) data. The goal of this article is to change these traditional, naïve methods of design and analysis, because statistical theory proves... View more
Share - Bookmark