| Article ID: | iaor1989786 |
| Country: | Netherlands |
| Volume: | 40 |
| Issue: | 3 |
| Start Page Number: | 352 |
| End Page Number: | 362 |
| Publication Date: | Jun 1989 |
| Journal: | European Journal of Operational Research |
| Authors: | Ashford R.W., Beale E.M.L. |
| Keywords: | statistics: regression |
It is well known that control variables can be used to improve the efficiency of stochastic simulations. But, in general, their use requires the Linear Hypothesis of regression analysis, and this should be tested. This paper proposes such a test based upon a new technique which we call cross-estimation.