Regression Models and Experimental Designs: A Tutorial for Simulation Analysts

Abstract

This tutorial explains the basics of linear regression models. especially low-order polynomials. and the corresponding statistical designs. namely, designs of resolution III, IV, V, and Central Composite Designs (CCDs).This tutorial assumes 'white noise', which means that the residuals of the fitted linear regression model are normally, independently, and identically distributed with zero mean.The tutorial gathers statistical results that are scattered throughout the literature on mathematical statistics, and presents these results in a form that is understandable to simulation analysts.

Keywords: metamodels, fractional factorial designs, Plackett-Burman designs, factor interactions, validation, cross-validation

JEL Classification: C0, C1, C9, C15, C44