Frisch–Waugh theorem

GPTKB entity

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