Screening Experiments with Many Factors

A new procedure is introduced for conducting screening experiments to find a small number of influential factors from among a large number of factors with negligible effects. It is intended for experiments in which the factors are easily controlled, as in simulation models. It adds observations sequentially after conducting a small initial experiment. The performance of the procedure is investigated using simulation, and evidence is presented that this and other procedures scale as the logarithm of the total number of factors if the number of influential factors is fixed. An investigation of the new procedure for 1–3 active factors shows that it compares favorably with competing methods, particularly when the size of the nonzero effects is 1–2 times the standard deviation. A limited look at the procedure for up to 6 active factors is also presented.