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**Which Sensitivity Measure to Use?**

**Applies to:** @RISK 5.x–7.x

@RISK gives me a lot of options for sensitivities in my tornado graph: correlation coefficients, regression coefficients, mapped regression coefficients, change in output mean, and so on. How do I choose an appropriate measurement in my situation?

After a simulation, the Sensitivity Analysis window is your handy overview of sensitivities for all outputs. In the *Results* section of the @RISK ribbon, click the small tornado to open the Sensitivity Analysis window. (You can also see most of this information by clicking the tornado at the bottom of a Browse Results window for an output.)

**Regression or correlation coefficients:**Regression coefficients and regression mapped values are just scaled versions of each other. Correlation coefficients are rank-order correlation, which works well for linear or non-linear correlations. In the Sensitivity Analysis window, when you select

- A low value of R² means that a
*linear*regression model is not very good at predicting the output from the indicated inputs. In this case, you would focus more on correlation coefficients, because rank-order correlation doesn't depend on the two distributions having similar shape or being linearly related. - If R² is high, a linear regression model is a good fit mathematically. But even here, you should look at the variables to assure yourself that they are reasonable and to rule out a problem with multicollinearity. This would be signaled, for example, when @RISK reports a significant positive relationship between two variables in the regression analysis, and a significant negative correlation between those variables in the rank-order correlation analysis.

For a more detailed explanation of correlation and regression, see Correlation Tornado versus Regression Tornado.

**Change in output statistic:**

The change in output statistic, added in @RISK 6, is an interesting, differencing approach to sensitivity. You can select mean, mode, or a particular percentile: click the % icon at the bottom of the Sensitivity Analysis window, or the tornado icon at the bottom of the Browse Results window and select *Settings*.

The Change in Output Statistic tornado displays a degree of difference for just the two extreme bins, but the spider shows more information: the direction of the relationship, and the degree of difference for every bin.

**See also:**

- Correlation Tornado versus Regression Tornado
- Interpreting Regression Coefficients in Tornado Graphs
- Interpreting Change in Output Statistic in Tornado Graphs
- Variable Selection in Tornado Graphs
- Regression Coefficients in Your Worksheet
- Regression Equation from Calculated Sensitivities
- How @RISK Computes Rank-Order Correlation

Last edited: 2016-04-20

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