On eigenvalues, case deletion and extremes in regression

DOI10.1016/0167-9473(93)90131-CzbMath0937.62614OpenAlexW2052863330WikidataQ126590692 ScholiaQ126590692MaRDI QIDQ1361575

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

perturbation theoryeigenvaluescase deletionmultiple linear regressionGâteaux differentiabilitycollinearityextreme cases

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Effects on the eigenstructure of a data matrix when deleting an observation
• A note on the behaviour of augmented principal-component plots in regression
• Detection of collinearity- influential observations
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• Influence in principal components analysis
• Linear Statistical Inference and its Applications
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