# Questions tagged [sensitivity-analysis]

Auxiliary methods intended to check if the outcome of an analysis strongly depends on the model assumptions, preprocessing steps, presence of outliers, etc.

129 questions
Filter by
Sorted by
Tagged with
663 views

### Difference between Sensitivity analysis and Design of Experiments

Reading on wikipedia about the methods for sensitivity analysis: different methods are stated. At the end of the wikipedia page, a section called Related Concepts speaks about Design of experiments (...
293 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 ...
3k views

### Metafor package: bias and sensitivity diagnostics

I am conducting a multi-level meta-analysis that includes some articles with multiple outcomes. Therefore I am using the rma.mv() function. Example code: ...
10 views

### Exclusion of participants based on sensitivity and criterion (SDT)

When I check the histogram of the participants' bias (measured by c), the distribution is right-skewed (i.e., more values are less than zero as expected). This indicates that the participants were ...
672 views

### Sobol variance based decomposition

I have 6 input variables, each of which is normally distributed. Can I use Sobol variance-based sensitivity analysis? I have read some articles where they said that input variables must have uniform ...
230 views

### What does it mean if the Sobol main and total effects indices are the same?

What does it mean when the total and main effects ANOVA indices are the same? Does it mean there is zero interaction of the different inputs? Is there some other way to quantify or understand that? I ...
227 views

### Can first order sensitivity indices be greater than the total order sensitivity indices?

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 ...
159 views

### Regression sensitivity analysis by re-sampling duplicates

In R, I have completed a simple regression of the form lm(Y~x+a). The dataset original dataset included several non-independent data points, which I selected among using a set of rules. I want to test ...
281 views

### What do the specific values of the Sobol' indices mean?

I understand that first order and total effect Sobol' indices demonstrate the relative importance of the input parameters on the output of a given model. My question is, do the specific values of each ...
29 views

### Trade-off between omitting variables or dropping observations in multivariate logistic regression

Say you are selecting $n$ observations from a complex survey of $N$ individuals to create an analytical sample of relevant observations; and that you intend to fit a binomial multivariate logistic ...
106 views

### Which approach should be used to compare two different measurement techniques of same samples?

I have individually measured failure forces of 8 materials and those recorded with A method and B method in same time: 8 results in each method, A=8 and B=8. The range of data of both measurement ...
25 views

### What-If Scenario Regression Modelling

I'm pondering a scenario involving some insurance data but this could be relevant in many fields. The idea is that I have a total count of some event. Let's imagine this count is the # of attorney ...
246 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, ...
13 views

### How to analyze sensitivity of an optimizer to initial parameter values?

Is there a standard way to analyze sensitivity of an optimizer (like gradient descent) to initial value of the parameters? Some objective functions may have diverse local optima and by starting from ...
13 views

### what is the sensitivity of the neural network using standardized input

Suppose I trained a neural network with standardisation of the data following (X-EX)/std(X). The input is x(t) and output is y(t). How can I calculate the sensitivity of this trained network (...
20 views

### Can I perform sensitivity analysis, if I don't know expected prediction results?

Can I perform sensitivity analysis, if I don't know expected prediction results? I.e. I have a model with input parameters and weights. But I don't know when a prediction should be true and when false....
396 views

### How do you deal with A/B testing for small samples?

I am performing A/B testing (basically hypothesis testing) with relatively small samples, so the results are largely inconclusive. I am aware of techniques like CUPED (for decreasing the sample ...
14 views

84 views

### Difference-in-Difference regression model for sensitivity analysis

I have 5-year sales information from a grocery store in Canada. I want to check whether an event that happened in 2017, affected the effect of the price of a product on its sales. For example, imagine ...
2k views

### Sensitivity analysis of machine learning techniques

As you know we can have sensitivity analysis (sensitivity of output(s) based on changing of inputs) in different kinds of regression. Can we have sensitivity analysis for machine learning techniques (...
51 views

### How many percentage to randomize and how many iterations in a “what-if analysis”?

I've got complete separated data as such: ...
88 views

### Sensitivity analysis after multiple imputation

After reviewing the literature there seems to be little consensus regarding the best way of performing sensitivity analysis following multiple imputation for missing values. However, the growing ...
15 views

### Estimating forecasting error in multi-step process

Suppose a process which looks something like this time series 1 --> model 1 --> time series 2 --> model 2 --> time series 3 An initial time series, which is a forecast, is used as input ...
401 views

### one way sensitivity analysis with categorical variables

I am studying the impact of different factors on the expected price change for drugs. I have a regression model that looks like the following: Y=a+B1x1+B2x2... I would like to conduct some one-way ...
10 views

### Roadmap to Variance-based methods of sensitivity analysis

So I haven't had a statistics course since high school, but I now need to apply the Sobol method in an ODE model. I believe I need to learn a lot of statistics. Anyone, please give me a roadmap of ...
41 views

### Using importance sampling for prior sensitivity analysis in Bayesian modeling

I read a section on Bayesian sensitivity analysis in the following book by Carlin and Louis (2009), 'Bayesian Methods for Data Analysis' (3rd ed.), CRC Press. The context is a sensitivity analysis of ...
14 views

642 views

### How to use sobol2002 for sensitivity analysis in R?

I have a very basic understanding of R and stat so my question may sound very simple. I am trying to do a sensitivity analysis on a model that takes 30+ input parameters. The model is created in R. ...