Analyzing Simulation Experiments with Common Random Numbers
提出一种新框架，用非对角协方差矩阵的线性回归模型分析使用相同随机数的仿真运行，无需实验设计的区组概念，并考虑公共随机数、重复和模型有效性三个因素。
To analyze simulation runs which use the same random numbers, the blocking concept of experimental design is not needed. Instead, this paper applies a linear regression model with a nondiagonal covariance matrix. This covariance matrix does not need to have a specific pattern such as constant covariances. A simple example yields surprising results. The paper proposes a new framework for the error analysis. This framework consists of three factors (namely, common random numbers, replication, model validity), each with three levels.