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Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)

Research output: Working paperDiscussion paper

Sequential bifurcation (or SB) is an efficient and effective factor-screening method; i.e., SB quickly identifies the important factors (inputs) in experiments with simulation models that have very many factors—provided the SB assumptions are valid. The specific SB assumptions are: (i) a secondorder
polynomial is an adequate approximation (a valid metamodel) of the implicit input/output function of the underlying simulation model; (ii) the directions (signs) of the first-order effects are known (so the first-order polynomial approximation is monotonic); (iii) so-called “heredity” applies; i.e., if an input has no important first-order effect, then this input has no important second-order effects. Moreover—like many other statistical methods—SB assumes Gaussian simulation outputs if the simulation model is stochastic (random). A generalization of SB called “multiresponse SB” (or MSB) uses the same assumptions, but allows for simulation models with multiple types of responses
(outputs). To test whether these assumptions hold, we develop new methods. We evaluate these methods through Monte Carlo experiments and a case study.
Original languageEnglish
Place of PublicationTilburg
PublisherCentER, Center for Economic Research
Number of pages27
StatePublished - 14 Feb 2017

Publication series

NameCentER Discussion Paper

    Research areas

  • sensitivity analysis, experimental desgin, meta-modeling, validation, regression, simulation


  • 2017-006

    Submitted manuscript, 295 KB, PDF-document

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