Sensitivity analysis refers to methods to see if violations of assumptions of a model make large differences to results.

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Is there a common way to perform a sensitivity analysis for an Accelerated Failure Time model (AFT) with hundreds - thousands or parameters?

My model has hundreds to thousands of parameters (banking). We are required to deliver an uncertainty analysis part of which is a sensitivity analysis. Is this feasible? Recommended? Are there any ...
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Sensitivity Analysis for Mulitple Dependent and Independent Variables

I have Mulitple Vectors of Independent Variables and Multiple Vectors of Dependent Variables from a Monte Carlo Simulation. For each Dependent Variable, I want to know the contribution of each ...
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50 views

Match Right Skewed Distribution to Normal

I am running a simulation. One of my parameters is sampled from a normal distribution. I would like to perform a sensitivity analysis using a right skewed distribution. This is what I had hoped to ...
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What are the proper ways how to add noise to a dataset? (algorithm data sensitivity analysis)

Consider: dataset defined as n datapoints x_i in m-dimensional space. And there is a label ...
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64 views

Dealing with poorly estimated/missing explanatory variable values in GLMs

Context I am using generalised linear models to analyse some ecological data looking at the relationship between the population density of moth larvae and the prevalence (%) of viral mortality in the ...
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118 views

Differences between robustness checks and sensitivity analysis

This is a bit of a terminology question, but what is the difference between a robustness check and a sensitivity analysis? For example, if performing analysis to see how sensitive (or robust) a ...
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66 views

Selecting uncorrelated samples from a set of bulk data that contains correlated and dependent samples

i have a set of data that is generated by expensive computational model evaluations, on a total data set of 10000 samples in 40 dimensions. This sample data set is composed of different data sets, ...
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Notation conditioned means for calculation variance based first and total order effect

Could someone maybe give an explanation and formulas in terms of sums or matrix operations for the calculation of variance based effects, and total effect indices? The information given on wikipedia: ...
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How to evaluate a regression model's sensitivity to noise

How can I investigate the sensitivity of a regression model to noise? A basic idea is to add some (Gaussian) noise to the dependent and/or independent variables and (re)evaluate the RMSE. However, ...
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beta distributions assigned to represent uncertainty

I need to calculate the Probabilistic Sensitivity Analysis for a function. I was given this: beta distributions assigned to represent uncertainty And have this parameter with this data: ...
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523 views

Difference between Sobol indices and total Sobol indices?

Given a mathematical model $Y\widetilde Y(X_i)$, where $X_i=x_i^*$ represents a particular point estimate for input variable $X_i$. In sensitivity analysis, Sobol indices explain the importance of an ...
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How to prove it's not just a chance finding when testing several variables

If I tested several similar variables, such as socioeconomic status measures, but only a few were significant, how would I prove that it's not just a chance finding? Besides having the literature to ...
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ROC and multiROC analysis: how to calculate optimal cutpoint?

I'm trying to understand how to compute the optimal cut-point for a ROC curve (the value at which the sensitivity and specificity are maximized). I'm using the dataset ...
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How to run a sensitivity analysis with dependent variables?

I am trying to run a sensitivity analysis on an efficiency indicator: the ratio between nitrogen outputs (milk, meat, crops) and nitrogen inputs (fertilizers, cattle feed, symbiotic fixation…). I ...
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How does Soboljansen deal with categorical input against continuous output?

I have two data.tables which correspond to each other: ...
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116 views

Meta-analysis and homogeneity — what did these guys do?

I appreciate any insight into this meta-analysis. This is a meta-analysis on alogliptin efficacy and safety. In the 2nd paragraph of the discussion that make this statement: Although ...
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51 views

Local sensitivity around the maximum

After having inferred a statistical model for my physical system $Y=f(X_1, \dots X_n)$, I want to estimate the local sensitivity of each variable $X_i$ (one by one) around the point of maximum ...
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329 views

Sensitivity analysis for modeled time series

I have very basic knowledge of stats so my question may sound very simplistic. I have a large time series of measured data and have calibrated a model with five parameters to make predictions. I would ...
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158 views

Linearity in local sensitivity analysis

As it is know local sensitivity analysis attempt to quantify the local impact of input factors on the model, through partial derivatives: a derivative of the outputs accordingly to the inputs, when ...
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833 views

Interpreting results from Sobol sensitivity analysis in R

I'm trying to use the sobol2007 model in the R sensitivity package. I'm doing runs on a model with 26 parameters, and using 2 sets of 500 monte-carlo samples to seed the analysis, and nboot=500. This ...
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Using fast99 sensitivity method in R with normal distributions

If I use the fast99 method (from the sensitivity package) with qnorm, it generates parameter sets with -Inf and Inf in, which are not much use for then running models: ...
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Literature on robustness of regression assumptions

In my OLS regression not all assumptions are perfectly met, but I read that due to a large sample size there is a certain robustness to assumptions (my sample is 2500 people). E.g. the DV isn't ...