Standard Article

Sensitivity Analysis of Statistical Models

General

  1. Alessandro Fassò

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vnn168

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Fassò, A. 2013. Sensitivity Analysis of Statistical Models. Encyclopedia of Environmetrics. 5.

Author Information

  1. University of Bergamo, Dalmine, Italy

Publication History

  1. Published Online: 15 JAN 2013

Abstract

Sensitivity analysis of statistical models is aimed here at finding influential observations that affect the model considered.

In this article, using the so-called influence curve, a number of techniques are presented for assessing the sensitivity to a single or a group of data in regression analysis, time series, and spatiotemporal models.

Keywords:

  • influence curves;
  • influence functions;
  • robustness;
  • Cook's distance;
  • sensitivity analysis in state space models;
  • sensitivity analysis in space-time models;
  • sensitivity analysis in time series