Regression Models and Experimental Designs: A Tutorial for Simulation Analaysts

Research output: Working paperDiscussion paperOther research output

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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.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages31
Volume2006-10
Publication statusPublished - 2006

Publication series

NameCentER Discussion Paper
Volume2006-10

Fingerprint

Experimental design
Regression Model
Linear Regression Model
Simulation
White noise
Identically distributed
Composite
Statistics
Polynomial
Zero
Design

Keywords

  • metamodels
  • fractional factorial designs
  • Plackett-Burman designs
  • factor interactions
  • validation
  • cross-validation

Cite this

Kleijnen, J. P. C. (2006). Regression Models and Experimental Designs: A Tutorial for Simulation Analaysts. (CentER Discussion Paper; Vol. 2006-10). Tilburg: Operations research.
Kleijnen, J.P.C. / Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts. Tilburg : Operations research, 2006. (CentER Discussion Paper).
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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.",
keywords = "metamodels, fractional factorial designs, Plackett-Burman designs, factor interactions, validation, cross-validation",
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note = "Subsequently published in Proceedings of the Winter Simulation Conference 2007 Pagination: 31",
year = "2006",
language = "English",
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series = "CentER Discussion Paper",
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Kleijnen, JPC 2006 'Regression Models and Experimental Designs: A Tutorial for Simulation Analaysts' CentER Discussion Paper, vol. 2006-10, Operations research, Tilburg.

Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts. / Kleijnen, J.P.C.

Tilburg : Operations research, 2006. (CentER Discussion Paper; Vol. 2006-10).

Research output: Working paperDiscussion paperOther research output

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T1 - Regression Models and Experimental Designs

T2 - A Tutorial for Simulation Analaysts

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N2 - 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.

AB - 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.

KW - metamodels

KW - fractional factorial designs

KW - Plackett-Burman designs

KW - factor interactions

KW - validation

KW - cross-validation

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VL - 2006-10

T3 - CentER Discussion Paper

BT - Regression Models and Experimental Designs

PB - Operations research

CY - Tilburg

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Kleijnen JPC. Regression Models and Experimental Designs: A Tutorial for Simulation Analaysts. Tilburg: Operations research. 2006. (CentER Discussion Paper).