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

DOI10.1080/01966324.1995.10737388zbMath0841.62070OpenAlexW2785586552MaRDI QIDQ4862770

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

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 procedureconfidence intervalsMonte Carlostopping rulescoverage probabilitiessimulation modelsmetamodelStein estimatorpilot samplenumber of runsaverage responsesestimated regression parametersestimated variances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items

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

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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