Modeling and Multivariate Methods - SAS

594 Visualizing, Optimizing, and Simulating Response Surfaces Chapter 24
The Simulator
Figure 24.43 Distributions
Expression allows you to write your own expression in JMP Scripting Language (JSL) form into a field.
This gives you flexibility to make up a new random distribution. For example, you could create a
censored normal distribution that guaranteed non-negative values with an expression like
Max(0,RandomNormal(5,2)). In addition, character results are supported, so
If(Random Uniform() < 0.2, “M”, “F”) works fine. After entering the expression, click the
Reset button to submit the expression.
Multivariate allows you to generate a multivariate normal for when you have correlated factors. Specify
the mean and standard deviation with the factor, and a correlation matrix separately.
Figure 24.44 Using a Correlation Matrix
Specifying the Response
If the model is only partly a function of the factors, and the rest of the variation of the response is attributed
to random noise, then you will want to specify this with the responses. The choices are:
No Noise
just evaluates the response from the model, with no additional random noise added.
Add Random Noise obtains the response by adding a normal random number with the specified
standard deviation to the evaluated model.
Add Random Weighted Noise is distributed like Add Random Noise, but with weighted sampling to
enable good extreme tail estimates.
Add Multivariate Noise yields a response as follows: A multivariate random normal vector is obtained
using a specified correlation structure, and it is scaled by the specified standard deviation and added to
the value obtained by the model.