Prof. Dr. H. Hebbel
Empirische Wirtschaftsforschung und Datenverarbeitung


Louvain

Next: Design of simulation study Up: Statistical aspects of Multi-Criteria-Optimisation Previous: Derringer/Suich case

Sensitivity to modelling errors: a simulation case study

What is the consequence of estimating the underlying functions for the estimation of Xopt?

Design of Derringer/Suich: chemical data
Four targets
Y1 to Y4, three factors X1 to X3.
Data were generated using a central-composite design with 20 experiments.
Fitted typical second-order optimisation models
$\hat{f_i}$ for each of the targets.

Targets Y1 and Y2 are of the type "the more the better".
Targets
Y3 and Y4 are real target value problems.
All desirability functions in the original paper were linear.

Derringer/Suich got the following models for the targets Yi:

\begin{eqnarray*}\hat{f_1} & = & 139.1 + 16.5 X_1 + 17.9 X_2 + 10.9 X_3 - 4.0 X_...
...
&& - 1.6 X_1 X_2 + 0.1 X_1 X_3 -0.3 X_2 X_3; \quad sd = 1.27.
\end{eqnarray*}




Dipl.-Stat. Detlef Steuer
1999-10-04


E-Mail-Kontakt steuer@unibw-hamburg.de | Druckdatum: 01.06.2004 - 18:39:55