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Estimation of Sobol’s Sensitivity Indices under Generalized Linear Models
We derive explicit formulas for Sobol’s sensitivity indices (SSIs) under the generalized linear models (GLMs) with independent or multivariate normal inputs. We argue that the main-effect SSIs provide a powerful tool for variable selection under GLMs with identity links under polynomial regressions....
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| Publicat a: | Commun Stat Theory Methods |
|---|---|
| Autors principals: | , , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2017
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6141050/ https://ncbi.nlm.nih.gov/pubmed/30237653 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/03610926.2017.1388397 |
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