Design sensitivity function
= Design sensitivity function
{title2=$d(x,\xi)=f(x)^TM(\xi)^{-1}f(x)$}
The sensitivity function is the normalized <variance of a fitted regression mean>. Its average under the design is the number $p$ of model coefficients, since $\int d\,d\xi=\operatorname{tr}(M^{-1}M)=p$. The directional derivative of $\log\det M$ towards a point mass at $x$ is $d(x,\xi)-p$.