Regression Analysis for Simulation Practitioners
نویسندگان
چکیده
منابع مشابه
Nonlinear Regression Analysis and Nonlinear Simulation Models
This paper is a survey of SAS System features for nonlinear models, with emphasis on new features for nonlinear regression. Topics include automatic calculation of analytic derivatives, estimation with nonlinear parameter restrictions, tests of nonlinear hypotheses, maximum likelihood and generalized method of moments (GMM) estimation, estimation of simultaneous systems of nonlinear regression ...
متن کاملMethods for regression analysis in high-dimensional data
By evolving science, knowledge and technology, new and precise methods for measuring, collecting and recording information have been innovated, which have resulted in the appearance and development of high-dimensional data. The high-dimensional data set, i.e., a data set in which the number of explanatory variables is much larger than the number of observations, cannot be easily analyzed by ...
متن کاملSimulation for American Options: Regression Now or Regression Later?
Pricing American options requires solving an optimal stopping problem and therefore presents a challenge for simulation. This article investigates connections between a weighted Monte Carlo technique and regression-based methods for this problem. The weighted Monte Carlo technique is shown to be equivalent to a least-squares method in which option values are regressed at a later time than in ot...
متن کاملLeveraging Accelerated Simulation for Floating-Point Regression
Accelerated simulation (acceleration) platforms play a pivotal role in the verification of today’s complex designs. Currently, acceleration is used with either adapted pre-silicon tools or post-silicon tools. We present a novel acceleration-only tool, which enables a fast and efficient methodology for floatingpoint regression. We overcome the lack of test-bench in this environment through self-...
متن کاملSimulation Analysis Of Regression Estimators Based On Coefficients of Uncertainty
The paper is devoted to the problem of incorporating prior information in the regression analysis. Some indices of uncertainty of the prior knowledge are proposed and their usefulness is studied. To incorporate prior information together with its uncertainty into regression estimation some coefficients of uncertainty are introduced as well. Performance of estimators based upon proposed descript...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Journal of the Operational Research Society
سال: 1981
ISSN: 0160-5682
DOI: 10.2307/2581467