Simulation Designs for the Estimation of Quadratic Response Surface Gradients in the Presence of Model Misspecification

DOI10.1287/MNSC.41.2.244MaRDI QIDQ4849339zbMATH OpenOpenAlexFDO

Authors Joan Donohue, Ernest C. Houck, Raymond H. Myers

Publication date 13 February 1996

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.41.2.244

zbMATH Keywords

biasconstruction of simulation designsintegrated mean squared error of slopes design criterionordinary least squares estimationpseudorandom number assignment strategiesresponse surface designssecond-order metamodelsvariance reduction

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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(7)

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• Response surface methodology's steepest ascent and step size revisited
• Gradient estimation schemes for noisy functions
• Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification
• Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces
• A sequential experimental design procedure for the estimation of first- and second-order simulation metamodels
• Minimizing the bias and variance of the gradient estimate in RSM simulation studies

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