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Validation of correlation-induction strategies for simulation experiments

Authors:

Jeffrey D. Tew,

James R. WilsonAuthors Info & Claims

WSC '85: Proceedings of the 17th conference on Winter simulation

Pages 190 - 195

https://doi.org/10.1145/21850.253148

Published: 15 December 1985 Publication History

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Abstract

This paper develops a three-stage procedure for validating the use of the Schruben-Margolin correlation Induction strategy together with the follow-up analysis of Nozarl, Arnold, and Pegden in a simulation experiment designed to estimate a general linear model for the simulation response. Each stage of the procedure tests a key assumption about the behavior of the response across all points in the design. The first stage tests for multivariate normality, the second stage tests for the induced covariance structure postulated by Schruben and Margolin, and the third stage tests for the adequacy of the proposed linear model. Because the test in each stage presupposes the properties tested in previous stages, these diagnostic checks on the experimental design and analysis must be performed in the indicated order.

References

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Schruben, L.W., "Designing Correlation Induction Strategies for Simulation Experiments," Chapter 16 in Current Issues in Computer Simulation, Academic Press, New York, 1979, 235-255.

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Nozarl, A., Arnold, S.F., and Pegden, C.D. "Statistical Analysis Under Schruben and Margolln Correlation Induction Strategy," Technical Report, School of Industrial Engineering, University of Oklahoma, 1984.

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Cited By

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Wilson J(1987)Future directions in response surface methodology for simulationProceedings of the 19th conference on Winter simulation10.1145/318371.318615(378-381)Online publication date: 1-Dec-1987
https://dl.acm.org/doi/10.1145/318371.318615
Nelson B(1987)Variance reduction for simulation practitionersProceedings of the 19th conference on Winter simulation10.1145/318371.318382(43-51)Online publication date: 1-Dec-1987
https://dl.acm.org/doi/10.1145/318371.318382
Nelson B(1987)A perspective on variance reduction in dynamic simulation experimentsCommunications in Statistics - Simulation and Computation10.1080/0361091870881259716:2(385-426)Online publication date: Jan-1987
https://doi.org/10.1080/03610918708812597

Validation of correlation-induction strategies for simulation experiments
1. Mathematics of computing

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Published In

WSC '85: Proceedings of the 17th conference on Winter simulation

December 1985

620 pages

ISBN:0911801073

DOI:10.1145/21850

Editors:
Donald T. Gantz
George Mason Univ., Fairfax, VA
,
Gerard C. Blais
Federal Computer Performance Evaluation and Simulation Center
,
Susan L. Solomon
California State Univ., Sacramento

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 15 December 1985

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Wilson J(1987)Future directions in response surface methodology for simulationProceedings of the 19th conference on Winter simulation10.1145/318371.318615(378-381)Online publication date: 1-Dec-1987
https://dl.acm.org/doi/10.1145/318371.318615
Nelson B(1987)Variance reduction for simulation practitionersProceedings of the 19th conference on Winter simulation10.1145/318371.318382(43-51)Online publication date: 1-Dec-1987
https://dl.acm.org/doi/10.1145/318371.318382
Nelson B(1987)A perspective on variance reduction in dynamic simulation experimentsCommunications in Statistics - Simulation and Computation10.1080/0361091870881259716:2(385-426)Online publication date: Jan-1987
https://doi.org/10.1080/03610918708812597

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