On eigenvalues, case deletion and extremes in regression

Publication:
On eigenvalues, case deletion and extremes in regression

dc.affiliation.dpto	UC3M. Departamento de Economía	es
dc.contributor.author	Velilla Cerdan, Santiago
dc.contributor.editor	Universidad Carlos III de Madrid. Departamento de Economía
dc.date.accessioned	2008-08-19T09:45:51Z
dc.date.available	2008-08-19T09:45:51Z
dc.date.issued	1990-10
dc.description.abstract	This paper presents an approximation for assessing the effect of deleting an observation in the eigenvalues of the correlation matrix of a multiple linear regression modelo Applications in connection with the detection of collinearityinfluential observations are explored.
dc.format.mimetype	application/pdf
dc.identifier.issn	2340-5031
dc.identifier.uri	http://hdl.handle.net/10016/2812
dc.language.iso	eng
dc.relation.ispartofseries	Working Papers
dc.relation.ispartofseries	1991-25
dc.rights	Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRights	open access
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.eciencia	Economía
dc.subject.other	Case deletion
dc.subject.other	Collinearity
dc.subject.other	Eigenvalues
dc.subject.other	Extreme cases
dc.subject.other	Gateaux differentiability
dc.subject.other	Multiple Linear Regression
dc.subject.other	Perturbation theory
dc.title	On eigenvalues, case deletion and extremes in regression
dc.type	working paper	*
dspace.entity.type	Publication