@techreport{02d31acfb6be4c0fbeb759fd58cdf483,

title = "Factor Screening For Simulation With Multiple Responses: Sequential Bifurcation",

abstract = "Abstract: Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs simultaneously. SB is the most efficient and effective method if the following assumptions are satisfied: (i) second-order polynomials are adequate approximations of the input/output functions implied by the simulation model; (ii) the signs of all first-order effects are known; (iii) if two inputs have no important first-order effects, then they have no important second-order effects either (heredity property). This paper examines SB for random simulation with multiple responses (outputs), called multiresponse SB (MSB). This MSB selects groups of inputs such that within a group all inputs have the same sign for a specific type of output, so no cancellation of first-order effects occurs. MSB also applies Wald{\textquoteright}s sequential probability ratio test (SPRT) to obtain enough replicates for correctly classifying a group effect or an individual effect as important or unimportant. MSB enables efficient selection of the initial number of replicates in SPRT. The paper also proposes a procedure to validate the three assumptions of MSB. The performance of MSB is examined through extensive Monte Carlo experiments that satisfy all MSB assumptions, and through a case study representing a logistic system in China; the MSB performance is very promising.",

keywords = "simulation, design of experiments, statistical analysis",

author = "W. Shi and Kleijnen, {Jack P.C.} and Zhixue Liu",

note = "Pagination: 39",

year = "2013",

language = "Dutch",

volume = "2013-009",

series = "CentER Discussion Paper",

publisher = "Information Management",

type = "WorkingPaper",

institution = "Information Management",

}