Journal of applied mathematics & informatics
- Volume 19 Issue 1_2
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- Pages.521-525
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- 2005
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
CASE INFLUENCE ON MULTIPLE CORRELATION COEFFICIENT
Abstract
Case deletion diagnostic for multiple correlation coefficient is considered. A method of detecting observations that can hide or create multicollinearity is suggested. A numerical example is given for illustration.