On eigenvalues, case deletion and extremes in regression
DOI10.1016/0167-9473(93)90131-CzbMATH Open0937.62614OpenAlexW2052863330WikidataQ126590692 ScholiaQ126590692MaRDI QIDQ1361575FDOQ1361575
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
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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
Cites Work
- Linear Statistical Inference and its Applications
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- Effects on the eigenstructure of a data matrix when deleting an observation
- Influence in principal components analysis
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- 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
Cited In (2)
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