NATCOR Simulation
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Topic of Study: Experimental Design and Analysis
The
lectures are based on Working Notes
covering the following:
I
Statistical Metamodels
1.
Introduction
2.
Statistical
MetaModels
II
Classical Methods
3.
Random Variables
4.
Fitting Parametric Distributions to Random Samples; Input
Modelling
5.
Maximum Likelihood Estimation
6.
Accuracy of MLEs
III
Computer Intensive Methods
7.
Empirical Distribution Functions
8.
Basic Bootstrap Method
9.
Evaluating the Distribution of MLEs by Bootstrapping
10.
Comparing Samples Using the Basic Bootstrap
11.
The Parametric Bootstrap
12
Goodness of Fit Testing
12.1
Classical Goodness of Fit
12.2.
Bootstrapping a GOF statistic
13
Comparison of Different Models; Model Selection
IV
Design of Experiments
14. Linear
Regression Metamodels
15. Fitting
and Assessing the Linear Model
15.1
Least Squares Estimation
15.2 ANOVA
15.3
Individual Coefficients
16
Prediction with the Linear Model
17
Additional Explanatory Variables
18
Experimental Designs
18.1
Main Effects Model
18.1.1
Factorial Design
18.1.2
Plackett-Burman Designs
19
Interactions
20
Central Composite Designs
21
Comments on Design of Experiments
22
Final Comments
You
can access the working notes by clicking on the links given below. The Working
Notes are meant to be worked
through.
They contain Examples
and Exercises. These illustrate
the topic or method being discussed. They are an essential part of the text and
must be carefully
studied.
Many of the Examples and Exercises come with their own link. (i) Some
of the links contain additional notes and more detailed formulas, (ii) The other
links are to actual spreadsheets containing data and the worked details using
the data.
Some of the initial spreadsheets contain elementary exercises
connected with generating random variables and simple sampling experiments. You
should aim to do these exercises yourself independently of the worked solutions
and then compare your solution with that supplied. The point of these exercises
is to give you familiarity with basic formulas and functions that you will need
for the more complicated later examples.
The
other spreadsheets contain more substantial problems. These are solved using VBA
macros for carrying out more substantial calculations and more extensive
analyses. You are not expected to write your own
macros to duplicate these macros. However you should spend sufficient time using
and studying the macros to understand how they function. Thus
you should aim to be able to understand the workings of the VBA macros
sufficiently well to be able to modify them for solving simple variations of the
problem to which they have presently been applied. I have tried to make
the macros transparent and relatively easy to modify.
In
the spreadsheets, the following convention for cells is used:
Cells with a Yellow background - Headings, Incidental
Information
Cells with a Green background - Input Information used in
calculations on that Sheet
Intermediate Results and Calculations are not usually
coloured.
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Links
• Lectures/Labs
Diary
LabSessions
Lab
WorkSheets
Worksheet 1
Worksheet 2
Worksheet 3
Worksheet 4
References are provided in the Course Profile and at the end of Part
IV
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Stop Press
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