Screening active inputs in factor-rich models by factors' main effect and interaction properties
We introduce a new method for screening factors in mathematical or computational models with large numbers of factors. The method proposed here represents an improvement over the best available practice for this setting, the method of elementary effects. This approach is particularly efficient for factors screening of non-linear and non-additive models.
Bibliographic Reference: EUR 22741 EN (2007), 18 pp. Free of charge
Availability: http://bookshop.europa.eu/is-bin/INTERSHOP.enfinity/WFS/EU-Bookshop-Site/en_GB/-/EUR/ViewPublication-Start?PublicationKey=LANA22741 (Catalogue Number: LA-NA-22741-EN-C)
Record Number: 200719571 / Last updated on: 2007-10-29
Original language: en
Available languages: en