Variable selection In regression models using global sensitivity analysis
From MaRDI portal
Publication:2046061
Recommendations
- Review of global sensitivity analysis of numerical models
- Global sensitivity analysis for statistical model parameters
- Regression-based sensitivity analysis and robust design
- Sensitivity analysis to select the most influential risk factors in a logistic regression model
- A screening approach for non-parametric global sensitivity analysis
Cites work
- scientific article; zbMATH DE number 6486637 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 1425054 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3026527 (Why is no real title available?)
- A comparison of two model averaging techniques with an application to growth empirics
- Analysis of variance designs for model output
- Are there algorithms that discover causal structure?
- Autometrics
- Can one estimate the conditional distribution of post-model-selection estimators?
- Computer automation of general-to-specific model selection procedures
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Discussion of ‘Data mining reconsidered’
- Econometric Model Determination
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Evaluating automatic model selection
- Frequentist Model Average Estimators
- Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
- Local sensitivity and diagnostic tests
- Model Selection and Multimodel Inference
- Notation in econometrics: a proposal for a standard
- ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS
- On stepdown control of the false discovery proportion
- On the Relative Importance of Input Factors in Mathematical Models
- On the distribution of points in a cube and the approximate evaluation of integrals
- On the harm that ignoring pretesting can cause
- Optimal testing of multiple hypotheses with common effect direction
- Parametric or nonparametric? A parametricness index for model selection
- Regression modeling strategies. With applications to linear models, logistic regression and survival analysis
- Sensitivity analysis of model output. An investigation of new techniques
- Sensitivity measures,anova-like Techniques and the use of bootstrap
- Stepwise Multiple Testing as Formalized Data Snooping
- The Focused Information Criterion
- The risk inflation criterion for multiple regression
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Weak exogeneity in \(I(2)\) VAR systems
This page was built for publication: Variable selection In regression models using global sensitivity analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2046061)
