Frisch–Waugh–Lovell theorem

GPTKB entity

Statements (16)
Predicate Object
gptkbp:instanceOf statistical theorem
gptkbp:appliesTo linear regression
gptkbp:describes partitioned regression
gptkbp:field statistics
econometrics
https://www.w3.org/2000/01/rdf-schema#label Frisch–Waugh–Lovell theorem
gptkbp:namedAfter gptkb:Ragnar_Frisch
gptkb:Trygve_Haavelmo
gptkb:Frederick_V._Waugh
Michael Lovell
gptkbp:publishedIn gptkb:Econometrica
gptkbp:relatedTo gptkb:ordinary_least_squares
gptkbp:state the coefficients of a subset of regressors in a linear regression can be obtained by regressing the dependent variable and the subset of regressors on the remaining regressors and then regressing the residuals
gptkbp:yearProposed 1933
gptkbp:bfsParent gptkb:Frisch–Waugh_theorem
gptkbp:bfsLayer 7