The detection of influential subsets in linear regression using an influence matrix

Research English OPEN
Peña, Daniel; Yohai, Víctor J.;
(1991)
  • Subject: Eigenvectors | Masking | Multivariate Influence | Outliers | Economía

This paper presents a new method to identify influential subsets in linear regression problems. The procedure uses the eigenstructure of an influence matrix which is defined as the matrix of uncentered covariance of the effect on the whole data set of deleting each obse... View more
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