DocumentCode :
2942048
Title :
Simulation and regression: dealing with the assumption of a common error variance
Author :
Welch, Peter D.
Author_Institution :
IBM Thomas J. Watson Res. Center, Yorktown Heights, NY, USA
fYear :
1990
fDate :
9-12 Dec 1990
Firstpage :
392
Lastpage :
394
Abstract :
In the application of regression analysis to discrete event simulation, the assumption of a common error variance is usually questionable. Procedures are suggested for testing this assumption, for dealing with departures from it within the regression protocol, and for avoiding the difficulty by controlling the length and/or number of simulation runs at each experimental point. Passive approaches are discussed in which it is assumed that a set of simulation runs are made and are then subjected to statistical analysis. More dynamic approaches are then considered which take advantage of the ready availability of additional data in the simulation context
Keywords :
discrete event simulation; errors; statistical analysis; common error variance; discrete event simulation; dynamic approaches; passive approaches; regression analysis; regression protocol; simulation runs; statistical analysis; Context modeling; Costs; Discrete event simulation; Error correction; Polynomials; Protocols; Random variables; Regression analysis; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Simulation Conference, 1990. Proceedings., Winter
Conference_Location :
New Orleans, LA
Print_ISBN :
0-911801-72-3
Type :
conf
DOI :
10.1109/WSC.1990.129548
Filename :
129548
Link To Document :
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