Statistical Science

When Is a Sensitivity Parameter Exactly That?

Paul Gustafson and Lawrence C. McCandless

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Abstract

Sensitivity analysis is used widely in statistical work. Yet the notion and properties of sensitivity parameters are often left quite vague and intuitive. Working in the Bayesian paradigm, we present a definition of when a sensitivity parameter is “pure,” and we discuss the implications of a parameter meeting or not meeting this definition. We also present a diagnostic with which the extent of violations of purity can be visualized.

Article information

Source
Statist. Sci., Volume 33, Number 1 (2018), 86-95.

Dates
First available in Project Euclid: 2 February 2018

Permanent link to this document
https://projecteuclid.org/euclid.ss/1517562027

Digital Object Identifier
doi:10.1214/17-STS632

Mathematical Reviews number (MathSciNet)
MR3757506

Keywords
Bayesian inference misclassification missing data selection bias sensitivity analysis

Citation

Gustafson, Paul; McCandless, Lawrence C. When Is a Sensitivity Parameter Exactly That?. Statist. Sci. 33 (2018), no. 1, 86--95. doi:10.1214/17-STS632. https://projecteuclid.org/euclid.ss/1517562027


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