Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments

DOI10.1080/01966324.1995.10737388zbMath0841.62070MaRDI QIDQ4862770

Jack P. C. Kleijnen, Willem J. H. van Groenendaal

Publication date: 18 March 1996

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1139492/KJGW5613332.pdf

zbMATH Keywords

iterative procedure; confidence intervals; Monte Carlo; stopping rules; coverage probabilities; simulation models; metamodel; Stein estimator; pilot sample; number of runs; average responses; estimated regression parameters; estimated variances

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62L10: Sequential statistical analysis

62L12: Sequential estimation

Related Items

Two–step sequential sampling, Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments

Cites Work

• Generalization of simulation results. Practicality of statistical methods
• Sequential point estimation of regression parameters in a linear model
• Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals
• A stein two-sample procedure for the general linear model with unequal error variances
• Planning Queueing Simulations
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