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Title: FORTRAN 77 program and user's guide for the calculation of partial correlation and standardized regression coefficients

Abstract

This document is for users of a computer program developed by the authors at Sandia National Laboratories. The computer program is designed to be used in conjunction with sensitivity analyses of complex computer models. In particular, this program is most useful in analyzing input-output relationships when the input has been selected using the Latin hypercube sampling program developed at Sandia (Iman and Shortencarier, 1984). The present computer program calculates the partial correlation coefficients and/or the standardized regression coefficients from the multivariate input to, and output from, a computer model. These coefficients can be calculated on either the original observations or on the ranks of the original observations. The coefficients provide alternative measures of the relative contribution (importance) of each of the various inputs to the observed output variations. Relationships between the coefficients and differences in their interpretations are identified. If the computer model output has an associated time or spatial history then the computer program will generate a graph of the coefficients over time or space for each input-variable, output-variable combination of interest, thus indicating the importance of each input over time or space. The computer program is user-friendly and written in FORTRAN 77 to facilitate portability.

Authors:
; ;
Publication Date:
Research Org.:
Sandia National Labs., Albuquerque, NM (USA)
OSTI Identifier:
5343200
Report Number(s):
NUREG/CR-4122; SAND-85-0044
ON: TI85016573
DOE Contract Number:  
AC04-76DP00789
Resource Type:
Technical Report
Resource Relation:
Other Information: Includes 1 sheet of 24x reduction microfiche
Country of Publication:
United States
Language:
English
Subject:
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; COMPUTER CODES; P CODES; SENSITIVITY ANALYSIS; FORTRAN; MONTE CARLO METHOD; MULTIVARIATE ANALYSIS; MATHEMATICS; PROGRAMMING LANGUAGES; STATISTICS; 990200* - Mathematics & Computers

Citation Formats

Iman, R L, Shortencarier, M J, and Johnson, J D. FORTRAN 77 program and user's guide for the calculation of partial correlation and standardized regression coefficients. United States: N. p., 1985. Web.
Iman, R L, Shortencarier, M J, & Johnson, J D. FORTRAN 77 program and user's guide for the calculation of partial correlation and standardized regression coefficients. United States.
Iman, R L, Shortencarier, M J, and Johnson, J D. Sat . "FORTRAN 77 program and user's guide for the calculation of partial correlation and standardized regression coefficients". United States.
@article{osti_5343200,
title = {FORTRAN 77 program and user's guide for the calculation of partial correlation and standardized regression coefficients},
author = {Iman, R L and Shortencarier, M J and Johnson, J D},
abstractNote = {This document is for users of a computer program developed by the authors at Sandia National Laboratories. The computer program is designed to be used in conjunction with sensitivity analyses of complex computer models. In particular, this program is most useful in analyzing input-output relationships when the input has been selected using the Latin hypercube sampling program developed at Sandia (Iman and Shortencarier, 1984). The present computer program calculates the partial correlation coefficients and/or the standardized regression coefficients from the multivariate input to, and output from, a computer model. These coefficients can be calculated on either the original observations or on the ranks of the original observations. The coefficients provide alternative measures of the relative contribution (importance) of each of the various inputs to the observed output variations. Relationships between the coefficients and differences in their interpretations are identified. If the computer model output has an associated time or spatial history then the computer program will generate a graph of the coefficients over time or space for each input-variable, output-variable combination of interest, thus indicating the importance of each input over time or space. The computer program is user-friendly and written in FORTRAN 77 to facilitate portability.},
doi = {},
url = {https://www.osti.gov/biblio/5343200}, journal = {},
number = ,
volume = ,
place = {United States},
year = {1985},
month = {6}
}

Technical Report:
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