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.

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Using lm() for sensitivity analysis on scaled predictors [closed]

I have two vectors (X1, X2) that I'm using to estimate a new (latent) variable Y that is Y = X1*X2. I'd like to do a sensitivity analysis that assesses the importance of X1 or X2 to variance in Y. My ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 (...
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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....
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397 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 ...
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How to interpret relative sensitivity function calculated from first derivative in local sensitivity analysis?

I am trying to do sensitivity analysis on a given function by calculating the 1st-order (partial) derivatives. In a simple case let's say the function is $y=ax^2$. Then the 1st-order derivative is: $\...
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How to calculate Spearman's coefficient in a NPV simulation?

I did a Monte Carlo simulation on the net present value (NPV) of an investment. The input variables are: initial investment cost ($I_0$) output volume of year $t$ ($Q_t$) output price of year $t$ ($...
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Application and confidence interval of McNemar test in comparing methods?

Given a known cohort (say all male) of 1510 people, if method A and method B are applied to predict M/...
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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 ...
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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 ...
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51 views

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

I've got complete separated data as such: ...
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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 ...
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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 ...
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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 ...
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Sobol indices of dependent uniform bivariates with resampling

Context We have a black-box problem modelized by a function $Y$ with $n$ inputs $X_1,\dots,X_n$ and generates a value $Y=f(X_1,\dots,X_n)$ for a number $N_S$ of samples. We aim to calculate $S_i = \...
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Can logistic regression be used to analyze sensitivity of a test over time?

I am working with a data sets to compare two clinical tests that yield either a positive result (1) or negative result (0). The clinical tests use EEG responses, so as the testing time increases, the ...
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60 views

Best practices for calculating Sobol Indices for time-series data

I'm looking to implement a global sensitivity analysis (GSA) study with what I'll treat as a black-box simulation. My main inspiration is this paper where they use the Sobol indices as their GSA ...
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Sensitivity analysis using R's mice package with multiple missing variables

I am using mice to multiply impute data on a dataset with many variables with missing values. I followed this vignette to do a sensitivity analysis to understand how the imputations are influenced by ...
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Interpretation of regression coefficients after power transform (possibily with polynomial transform and PCA) [duplicate]

In general I standardize my features before regression by subtracting the mean and dividing by unit variance: $$ \hat{X} = \frac{X - \bar{X}}{Var(X)}$$ With this basic standardization, interpreting ...
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How to do ANOVA analysis for therapeutic biomarker screening for drug sensitivity

I am new to Bioinformatics. The graph below (from GDSC database) is to find therapeutic biomarker for drug sensitivity. I wonder how to do this kind of ANOVA analysis on my own so as to make this kind ...
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What is the name for this type of sensitivity measure in regression analysis?

I have a way of calculating sensitivity of a regression that is very useful for my particular domain, but I don't know what it is called. I would like a name for it so I can look up additional ...
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Metafor package: choice of moderator for bias correction

I am doing a 3-level meta-analysis using rma.mv() function. I found a thread about bias diagnostics with an advice to use "regression test for funnel plot ...
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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 ...
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Bayes theorem calculation not giving proper result when calculating the positive predictive value

I have following data from experiment to assess accuracy of test in patients with and without disease: Where T stands for test and D stands for disease. I want to get probability of (D+|T+) with ...
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Intuition for Sobol Indices

I have recently been learning about Sobol indices and have found them quite informative. However, as I have explored them I have encoutnered situations where I have found them counter intuitive and in ...
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Local sensitivity analysis with exponential and uniform distributions as input

For my thesis I need to run a sensitivity analysis on the input factors for a supply chain model. I am supposed to change the mean and the standard deviation (sd) of all input factors respectively by ...
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Estimating parameters of Virial equation using Ordinary Least Squares

I tried to estimate the positive parameters $B$ and $C$ of the Virial equation $pV=\bar{n}(RT+Bp+Cp^2)$, where $\bar{n}=0.25, \, T=300, \, R=8.314$ with the data $$\begin{align} p &= (50,60,\...
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How to interpret sensitivity power analyses?

Journals and reviewers increasingly ask authors to systematically report sensitivity power analyses. I know that a sensitivity power analysis allows you to determine the minimum effect size that the ...
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447 views

What are the sensitivity analyses for propensity score matching-based estimation?

I'm interested in using Propensity Score Matching (PSM) to create matched control vs treatment sample and estimate the treatment effect. But the problem with PSM is that the sample is matched based on ...
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125 views

Standardized beta coefficients in nonlinear regression

In linear models $Y=X\beta+\epsilon$, where the errors $\epsilon_i\sim\text{Normal}(0,\sigma^2)$ are independent, the standardized beta coefficients are given by $$ \beta_i^*=\beta_i\frac{\sigma_{x_i}}...
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52 views

Probabilistic estimates of Kaplan-Meier curves using S(t) and std.err for each time point

I am working on a survival analysis where I am fitting different parametric models to survival data. Varying the models that I have fit to the data is straightforward, via Cholesky decompositions- but ...
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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 ...
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82 views

Sensitivity analysis cookbook

Suppose you are asked to replicate a paper and to perform a sensisitivity analysis. Where would you start from? The paper is in Economics so the point is to replicate main tables (multivariate ...
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101 views

How to interpret the result from local sensitivity analysis?

I am currently doing local sensitivity analysis on a model that has 40 input parameters. I varied the base case value by 10% within the range of [-1, 1]. While doing so the average change (here, I ...
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644 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. ...
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231 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 ...
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84 views

sensitivity analysis without model

Perhaps I should call it input-output correlation test, and the tricky part is no model exists between those inputs and outputs. The basic idea is there are many inputs and one output, and I would ...
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209 views

Individual significance of data points in correlation

In this question on stackoverflow, I asked about how it is possible to find the individual significance of each correlation coefficient of each node. I answered the question myself later stating that ...
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112 views

Sensitivity rates where TP =0 and FN =0

In calculating sensitivity rates where TP =0 and FN =0 and the formula is TP/(TP+FN) - although it mathematically won't compute, does this equate to 100% sensitivity since it has correctly identified ...
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223 views

Sensitivity Analysis with categorical predictive variables in R

I am doing a project where I have to predict the Sales Units in fashion and intend to run a Random Forest, Neural Networks and Support Vector Machine models. However, my predictive variables are all ...
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107 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 ...
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145 views

Sensitivity of regression parameters to noise

How sensitive are the parameters obtained from OLS, logistic or other regression methods to noise ? By noise, I mean minor changes. For e.g. adding a small noise $-1<\Delta<1$ to $\beta_1$ in $...
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Analyse sensitivity of hyper-parameters of Machine Learning Models

I want to analyse how sensitive my non neural net machine learning models are to the choice of the different parameters. I am currently using grid search to tune the models. Is there any method that I ...
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1answer
578 views

Global sensitivity Morris method - choice of delta and normalisation of the elementary effects

I have few questions regarding the Morris method (as decribed e.g. in Campolongo, Cariboni, Saltelli, Environmental Modelling & Software 22, 2007 or Wenthworth et al. J. Uncertainty Quantification ...
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comparing sensitivities

We want to compare two sampling methods. All patients will go through a DNA test for diagnosis(positive or negative). Then samples are taken to identify the determine the type of bacteria and ...
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588 views

Latin hypercube sampling with categorical variables

I would like to run sensitivity analyses on my agent-based model. My model has 20 parameters that I need to vary. I generated 8 artificial landscapes that vary in resource aggregation (r) and my model ...
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500 views

Fitting multiple polynomial regression

I hope someone could advise to interpret and report outputs of the multiple polynomial regression fit. I am trying to do a simple sensitivity analysis of an empirical threshold-based ecological model ...