Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Frisch–Waugh–Lovell_theorem
|
| gptkbp:appliesTo |
linear regression
|
| gptkbp:describes |
partial regression
partitioned regression |
| gptkbp:field |
econometrics
|
| gptkbp:namedAfter |
gptkb:Ragnar_Frisch
gptkb:Frederick_V._Waugh gptkb:Michael_C._Lovell |
| gptkbp:publicationYear |
1933
|
| gptkbp:publishedIn |
gptkb:Econometrica
|
| gptkbp:relatedTo |
gptkb:ordinary_least_squares
gptkb:statistical_analysis |
| 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:usedIn |
econometric analysis
|
| gptkbp:bfsParent |
gptkb:Ragnar_Frisch
|
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
Frisch–Waugh theorem
|