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A new estimator for sensitivity analysis of model output: An application to the e-business readiness composite indicator

Stefano Tarantola, Michela Nardo, Michaela Saisana and Debora Gatelli

Reliability Engineering and System Safety, 2006, vol. 91, issue 10, 1135-1141

Abstract: In this paper we propose and test a generalisation of the method originally proposed by Sobol’, and recently extended by Saltelli, to estimate the first-order and total effect sensitivity indices. Exploiting the symmetries and the dualities of the formulas, we obtain additional estimates of first-order and total indices at no extra computational cost. We test the technique on a case study involving the construction of a composite indicator of e-business readiness, which is part of the initiative “e-Readiness of European enterprises†of the European Commission “e-Europe 2005†action plan. The method is used to assess the contribution of uncertainties in (a) the weights of the component indicators and (b) the imputation of missing data on the composite indicator values for several European countries.

Keywords: e-business survey; Robustness analysis; Uncertainty analysis; Sensitivity indices; Weights; Imputation (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:91:y:2006:i:10:p:1135-1141

DOI: 10.1016/j.ress.2005.11.048

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