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I am using variance based sensitivity analysis method from SAFE toolbox in matlab to determine the first order (Si) and total order sensitivity indices (STi). Theoretically, the STi is either equal to or greater than Si. But my results are totally opposite. I got negative STi which is less than Si.

Is there any explanation for this kind of behaviour?

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If you are speaking of Variance-based Sobol Sensitivity indices (https://en.wikipedia.org/wiki/Variance-based_sensitivity_analysis), it should not happen.

I assume it is just an estimation error.

You can try to increase the number of points used to estimate these indices, in order to have more accurate results.

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  • $\begingroup$ +1. Also if you are using purely random sampling, you can do better with latin hypercube sampling, a sobol sequence or a surrogate model at the same computational budget $\endgroup$ – jcken May 3 at 19:32

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