A WEIGHTED LEAST-SQUARES APPROACH TO COMPUTER-SIMULATION FACTOR SCREENING
成果类型：
Article
署名作者：
MORRICE, DJ; BARDHAN, IR
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.43.5.792
发表日期：
1995
页码：
792-806
关键词：
摘要：
In this paper, we develop a weighted least squares (WLS) approach to computer simulation factor screening. Like frequency domain methodology (FDM), the regression analysis is performed in the frequency domain. However, unlike FDM, where unknown nuisance parameters are eliminated by cancellation in a ratio statistic, the WLS procedure is designed to estimate these parameters (the WLS weights) and incorporate this information into the regression analysis. We propose and compare one- and two-run approaches for estimating the weights in the WLS approach.