The topic of variable importance in linear regression is reviewed, and a measure first justified theoretically by Pratt (1987) is examined in detail. Asymptotic variance estimates are used to ...

A class of robust estimates for the linear model is introduced. These estimates, called MM-estimates, have simultaneously the following properties: (i) they are highly efficient when the errors have a ...

In recent columns we showed how linear regression can be used to predict a continuous dependent variable given other independent variables 1,2. When the dependent variable is categorical, a common ...