Triple
T6385151
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Frisch–Waugh–Lovell theorem |
E143681
|
entity |
| Predicate | alsoKnownAs |
P39
|
FINISHED |
| Object | Frisch–Waugh theorem |
E143681
|
NE FINISHED |
How this triple was built (2 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Frisch–Waugh theorem | Statement: [Frisch–Waugh–Lovell theorem, alsoKnownAs, Frisch–Waugh theorem]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Frisch–Waugh theorem Context triple: [Frisch–Waugh–Lovell theorem, alsoKnownAs, Frisch–Waugh theorem]
-
A.
Frisch–Waugh–Lovell theorem
chosen
The Frisch–Waugh–Lovell theorem is a fundamental result in econometrics that shows how the coefficients of a multiple linear regression can be obtained by first partialling out (regressing out) other explanatory variables.
-
B.
Gauss–Markov theorem
The Gauss–Markov theorem is a fundamental result in statistics stating that, under certain conditions, the ordinary least squares estimator is the best linear unbiased estimator (BLUE) of the coefficients in a linear regression model.
-
C.
“Statistical Confluence Analysis by Means of Complete Regression Systems”
“Statistical Confluence Analysis by Means of Complete Regression Systems” is a foundational econometric work by Ragnar Frisch that develops a systematic regression-based framework for analyzing interdependent economic relationships.
-
D.
Heckman selection model
The Heckman selection model is an econometric technique that corrects for sample selection bias in regression analysis by jointly modeling the selection process and the outcome equation.
-
E.
The Probability Approach in Econometrics
The Probability Approach in Econometrics is Trygve Haavelmo’s landmark work that founded modern econometrics by rigorously formulating economic relationships within a probabilistic, statistical framework.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69c008dac1ec81909cef8157ccd69962 |
completed | March 22, 2026, 3:20 p.m. |
| NER | Named-entity recognition | batch_69c0686764648190864163d390db292d |
completed | March 22, 2026, 10:08 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69c638791ce8819081aeec3b11e1c96e |
completed | March 27, 2026, 7:57 a.m. |
Created at: March 22, 2026, 4:34 p.m.