Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals

DOI10.1287/mnsc.38.8.1164zbMath0753.62038OpenAlexW2047909994MaRDI QIDQ4017549

Jack P. C. Kleijnen

Publication date: 16 January 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.38.8.1164

zbMATH Keywords

robustnessconfidence intervalsnormalitypowerpseudorandom numbersordinary least squaresBonferroni's inequalityexperimental designspecification errormetamodellinglognormalityuniform distributionsregression metamodelsHotelling's statisticF statisticcross-validation procedurecommon seedsanalysis of simulation resultsStudent's t statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Monte Carlo methods (65C05)

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