On eigenvalues, case deletion and extremes in regression

DOI10.1016/0167-9473(93)90131-CMaRDI QIDQ1361575zbMATHOpenAlexWikidataFDO

Authors Santiago Velilla

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)90131-c

zbMATH Keywords

eigenvaluesmultiple linear regressionperturbation theory[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=G%EF%BF%BD%EF%BF%BDteaux+differentiability&go=Go G��teaux differentiability]collinearitycase deletionextreme cases

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• Una caracterizacion aproximada de casos influyentes en multicolinealidad
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• Geometric aspects of deletion diagnostics in multivariate regression

Cites work

• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
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• scientific article; zbMATH DE number 49700 (Why is no real title available?)
• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• scientific article; zbMATH DE number 3437452 (Why is no real title available?)
• scientific article; zbMATH DE number 3280853 (Why is no real title available?)
• A note on the behaviour of augmented principal-component plots in regression
• Detection of collinearity- influential observations
• Effects on the eigenstructure of a data matrix when deleting an observation
• Influence in principal components analysis
• Linear Statistical Inference and its Applications
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects

Cited in

(3)

• Diagnosing collinearity-influential observations
• Effects on the eigenstructure of a data matrix when deleting an observation
• Effects of observations on the eigensystem of a sample covariance matrix

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