JSM 2004 - Toronto

Abstract #301449

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Activity Number: 233
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 12:00 PM to 1:50 PM
Sponsor: General Methodology
Abstract - #301449
Title: How Many Replications are Needed in a Simulation Study?
Author(s): Daniel Mundfrom*+ and Ampai Ussawarujikulchai and Dale Shaw
Companies: University of Northern Colorado and University of Northern Colorado and University of Northern Colorado
Address: Dept. of Applied Statistics and Research Methods, Greeley, CO, 80639,
Keywords: simulation ; number of replications ; multiple comparisons
Abstract:

Simulation studies are widely used to investigate properties of various statistical procedures that are not easily tracked theoretically. Properties of multiple comparison procedures (MCP), typically experiment-wise error rates and power, have been studied frequently with simulations. In reviewing recent simulation studies of MCPs, no standard seems to exist in regard to the number of replications required to adequately assess the properties being studied. With the continued rise of of computing capabilities, thousands of replications can be quickly performed in such studies. This study compared the results of several studies reconducted with various numbers of replications in an attempt to determine if an optimum number of replications for MCP simulation studies could be found. In general, the number of replications required to achieve the same or very similar results is less than what has often been used.

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