We introduce Pooled ANOVA, a greedy algorithm to sequentially select the rare important factors from a large set of factors. Problems such as computer simulations and software performance tuning involve a large number of factors, few of which have an important effect on the outcome or performance measure. We pool multiple factors together, and test the pool for significance. If the pool has a significant effect we retain the factors for deconfounding. If not, we either declare that none of the factors are important, or retain them for follow-up decoding, depending on our assumptions and stage of testing. The sparser important factors are, the bigger the savings. Pooled ANOVA requires fewer assumptions than other, similar methods (e.g.Â sequential bifurcation), such as not requiring all important effects to have the same sign. We demonstrate savings of 25%-35% when compared to a conventional ANOVA, and also the ability to work in a setting where Sequential Bifurcation fails.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- S. M. Lewis & A. M. Dean, 2001. "Detection of interactions in experiments on large numbers of factors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(4), pages 633-672.
- Bettonvil, Bert & Kleijnen, Jack P. C., 1997. "Searching for important factors in simulation models with many factors: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 96(1), pages 180-194, January.
- Kleijnen, J.P.C. & Bettonvil, B.W.M., 1997. "Searching for important factors in simulation models with many factors : Sequential bifurcation," Other publications TiSEM be826993-22f9-4cb3-89df-3, Tilburg University, School of Economics and Management.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:12:p:5215-5228. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.