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
|
https://www.w3.org/2000/01/rdf-schema#label |
Frisch–Waugh theorem
|
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
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
|