Publication: Sensitivity analysis in statistics
Loading...
Identifiers
Publication date
1994-04
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Impact
Export
Abstract
Statistical models are simplification of reality; we rarely expect the model to be exactly true.
Nevertheless, when we select a statistical technique and a perform statistical inference, we
often act as if the model is true. This is often justified by claiming that "small" deviations
from the model cause only "small" deviations from the theoretical properties of the selected
inferential techniques or cause only minor changes in the results produced by the inference.
U nfortunately, th is argument need not be trlle. In some appl ications apparently small
changes in a model. a 11l0del asslImption, or a data point, can have very large effects on the
results. For this reason, statistical analysis is viewed in this paper as a cyclical process.
Such a process takes inputs and produces outputs in an iterative or cyclical way; a way in
which the outputs can be used to diagnose, validate, criticise, and possibly alter the inputs.
We also describe a general framework, referred to as the sensitivity function, for assessing
the sensitivity of the outpllts to small changes in the input at a given cycle of the statistical
process. We give several examples from variolls areas in statistics illustrating the general
applicability of the sensitivity fUl1ction and show how and where the sensitivity function fits
into the statistical cycle. Some applicatiol1s of the sensitivity function lead to known
statistical techniqlles. while other applications produce new ones.
Description
Keywords
Binomial distribution, Frechet distance, Influence function, Regression diagnostics, Sensitivity function, Score test, Statistical cycle, Wald test, Likelihood ratio test