Acta Oeconomica Pragensia 2007, 15(1):27-35 | DOI: 10.18267/j.aop.35

Analysis of Dispersion Effects for Robust Design

Eva Jarošová, Pavel Zimmermann
doc. Ing. Eva Jarošová, CSc.; Katedra statistiky a pravděpodobnosti, Fakulta informatiky a statistiky, VŠE v Praze, jarosova@vse.cz.
Ing. Pavel Zimmermann - doktorand; Katedra statistiky a pravděpodobnosti, VŠE v Praze, zimmerp@vse.cz.

Robust design reduces excessive process variation. Identification of dispersion effects plays an important role in it. Two main approaches are used to analyze the experiment where levels of noise factors are changed on purpose. Either the function of sample variance computed from replications over various levels of the noise factors, or response values themselves are modelled. The presence of heteroscedasticity may complicate the identification of dispersion effects. The aim of the simulation study described in the paper was to compare various ways of modelling heteroscedasticity and the efficiency of both main approaches. We confined ourselves to the assumption of normal random errors and used the t-test to identify the dispersion effects.

Keywords: dispersion effects, heteroscedasticity, generalized linear model
JEL classification: G30

Published: February 1, 2007  Show citation

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Jarošová, E., & Zimmermann, P. (2007). Analysis of Dispersion Effects for Robust Design. Acta Oeconomica Pragensia, 15(1), 27-35. doi: 10.18267/j.aop.35
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