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Regression models and experimental designs : a tutorial for simulation analysts

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Author Info
Kleijnen, Jack P.C. (Tilburg University, Center for Economic Research)

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Abstract

This tutorial explains the basics of linear regression models. especially low-order polynomials. and the corresponding statistical designs. namely, designs of resolution III, IV, V, and Central Composite Designs (CCDs). This tutorial assumes 'white noise', which means that the residuals of the fitted linear regression model are normally, independently, and identically distributed with zero mean. The tutorial gathers statistical results that are scattered throughout the literature on mathematical statistics, and presents these results in a form that is understandable to simulation analysts.

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File URL: http://arno.uvt.nl/show.cgi?fid=53877
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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 10.

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Date of creation: 2006
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Handle: RePEc:dgr:kubcen:200610

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Web page: http://center.uvt.nl

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Related research
Keywords: metamodels; fractional factorial designs; Plackett-Burman designs; factor interactions; validation; cross-validation;

Find related papers by JEL classification:
C0 - Mathematical and Quantitative Methods - - General
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C9 - Mathematical and Quantitative Methods - - Design of Experiments
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Statistical Decision Theory; Operations Research

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References listed on IDEAS
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  1. Kleijnen, Jack P.C. & Deflandre, David, 2006. "Validation of regression metamodels in simulation: Bootstrap approach," European Journal of Operational Research, Elsevier, vol. 170(1), pages 120-131, April. [Downloadable!] (restricted)
  2. Hussain, Mohammed F. & Barton, Russel R. & Joshi, Sanjay B., 2002. "Metamodeling: Radial basis functions, versus polynomials," European Journal of Operational Research, Elsevier, vol. 138(1), pages 142-154, April. [Downloadable!] (restricted)
  3. Kleijnen, Jack P. C., 1995. "Statistical validation of simulation models," European Journal of Operational Research, Elsevier, vol. 87(1), pages 21-34, November. [Downloadable!] (restricted)
  4. Kleijnen, Jack P. C., 1983. "Cross-validation using the t statistic," European Journal of Operational Research, Elsevier, vol. 13(2), pages 133-141, June. [Downloadable!] (restricted)
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