It is frequently important to estimate the uncertainty and sensitivity of measured and computed detector responses in subcritical experiments and simulations. These uncertainties arise from the physical construction of the experiment, uncertainties in the transport parameters, and counting uncertainties. Perturbation theory enables sensitivity analysis (SA) and uncertainty quantification on integral quantities like detector responses. The aim of our work is to apply SA to the statistics of subcritical neutron multiplicity counting distributions. Current SA methods have only been applied to mean detector responses and the keff eigenvalue. For multiplicity counting experiments, knowledge of the higher-order counting moments and their uncertainties are essential for a complete SA. We apply perturbation theory to compute the sensitivity of neutron multiplicity counting moments to arbitrarily high order. Each moment is determined by solving an adjoint transport equation with a source term that is a function of the adjoint solutions for lower-order moments. This enables moments of arbitrarily high order to be sequentially determined, and it shows that each moment is sensitive to the uncertainties of all lower-order moments. To close our SA of the moments, we derive forward transport equations that are functions of the forward flux and lower-order moment adjoint fluxes. We verify our calculations for the first three moments by comparison with multiplicity counting measurements of a subcritical plutonium metal sphere. For the first three moments, the most influential parameters are ranked, and the validity of first-order perturbation theory is demonstrated by examining the series truncation error. This enables a detailed SA of subcritical multiplicity counting measurements of fissionable material based on transport theory.