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Screening Active Inputs in Factor-Rich Models by Factors' Main Effect and Interaction Properties

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We introduce a new method for screening factors in mathematical or computational models with large numbers of factors. The method proposed here represents an improvement over the best available practice for this setting, the method of elementary effects. This approach is particularly efficient for factors screening of non-linear and non-additive models.
2007-05-30
JRC37053
EUR 22741 EN,   
https://publications.jrc.ec.europa.eu/repository/handle/JRC37053,   
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