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- Frisch–Waugh–Lovell_theorem abstract "In econometrics, the Frisch–Waugh–Lovell (FWL) theorem is named after the econometricians Ragnar Frisch, Frederick V. Waugh, and Michael C. Lovell.The Frisch–Waugh–Lovell theorem states that if the regression we are concerned with is:where and are and respectively and where and are conformable, then the estimate of will be the same as the estimate of it from a modified regression of the form:where projects onto the orthogonal complement of the image of the projection matrix . Equivalently, MX1 projects onto the orthogonal complement of the column space of X1. Specifically,This result implies that all these secondary regressions are unnecessary: using projection matrices to make the explanatory variables orthogonal to each other will lead to the same results as running the regression with all non-orthogonal explanators included.".
- Frisch–Waugh–Lovell_theorem wikiPageID "2473208".
- Frisch–Waugh–Lovell_theorem wikiPageRevisionID "566724140".
- Frisch–Waugh–Lovell_theorem subject Category:Econometrics.
- Frisch–Waugh–Lovell_theorem subject Category:Economics_theorems.
- Frisch–Waugh–Lovell_theorem subject Category:Regression_analysis.
- Frisch–Waugh–Lovell_theorem subject Category:Statistical_theorems.
- Frisch–Waugh–Lovell_theorem comment "In econometrics, the Frisch–Waugh–Lovell (FWL) theorem is named after the econometricians Ragnar Frisch, Frederick V. Waugh, and Michael C. Lovell.The Frisch–Waugh–Lovell theorem states that if the regression we are concerned with is:where and are and respectively and where and are conformable, then the estimate of will be the same as the estimate of it from a modified regression of the form:where projects onto the orthogonal complement of the image of the projection matrix .".
- Frisch–Waugh–Lovell_theorem label "Frisch–Waugh–Lovell theorem".
- Frisch–Waugh–Lovell_theorem label "Teorema de Frisch-Waugh-Lovell".
- Frisch–Waugh–Lovell_theorem label "Teorema di Frisch-Waugh-Lovell".
- Frisch–Waugh–Lovell_theorem sameAs Frisch%E2%80%93Waugh%E2%80%93Lovell_theorem.
- Frisch–Waugh–Lovell_theorem sameAs Teorema_di_Frisch-Waugh-Lovell.
- Frisch–Waugh–Lovell_theorem sameAs Teorema_de_Frisch-Waugh-Lovell.
- Frisch–Waugh–Lovell_theorem sameAs Q1059151.
- Frisch–Waugh–Lovell_theorem sameAs Q1059151.
- Frisch–Waugh–Lovell_theorem wasDerivedFrom Frisch–Waugh–Lovell_theorem?oldid=566724140.