On eigenvalues, case deletion and extremes in regression

Santiago Velilla Cerdan

UC3M Working papers. Economics from Universidad Carlos III de Madrid. Departamento de Economía

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.

Keywords: Case; deletion; Collinearity; Eigenvalues; Extreme; cases; Gateaux; differentiability; Multiple; Linear; Regression; Perturbation; theory (search for similar items in EconPapers)
Date: 1990-10
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Persistent link: https://EconPapers.repec.org/RePEc:cte:werepe:2812

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