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2006
- handle: 10670/1.bfrfqt
- 1133-3197
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Estudios de Economía Aplicada
Mots-clés
Economía y Finanzas cost uncertainty economic evaluation Sensitivity analysis intervariable dependenceSujets proches
Instruction and study--Methods Instruction and study--MethodsCiter ce document
MARK J. C. NUIJTEN et al., « Inter-variable Uncertainty In Decision Analytic Modeling: The Concept Of Second-order Sensitivity », Estudios de Economía Aplicada, ID : 10670/1.bfrfqt
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Résumé
"The constraint of the current methods of sensitivity analysis in decision analytic models is that those methods only show the sensitivity of the outcomes to a change through a range of potential values for one or more variables without taking into account the existing relationships between those variables. The present study presents various methods, which consider this type of inter-variable uncertainty for economic evaluations based on modeling techniques. We present initially a method assuming only uniform distributions, and subsequently various methods incorporating the real distributions. The results show that this second-order sensitivity of an input variable depends very much on the distribution of the other input variables. Overall our analysis showed that the most sensitive variables for the outcome of the model, were also the most sensitive for the second-order sensitivity of the other input variables."