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
|