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On eigenvalues, case deletion and extremes in regression

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1990-10
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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.
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Case deletion, Collinearity, Eigenvalues, Extreme cases, Gateaux differentiability, Multiple Linear Regression, Perturbation theory
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