Two-Stage Controlled Fractional Factorial Screening for Simulation Experiments
Hong Wan, Bruce E. Ankenman · Journal of Quality Technology · 2007
Factor screening with statistical control makes sense in the context of simulation experiments that have random error, but can be run automatically on a computer and thus can accommodate a large number of replications. The discrete-event simulations common in the operations research field are well suited to controlled screening. In this paper, two methods of factor screening with control of Type I error and power are compared. The two screening methods are both robust with respect to two-factor interactions and nonconstant variance. The first method is an established sequential method called controlled sequential bifurcation for interactions (CSB-X). The second method uses a fractional factorial design in combination with a two-stage procedure for controlling power. The two-stage controlled fractional factorial (TCFF) method requires less prior information and is more efficient when the percentage of important factors is 5% or higher.