Frisch–Waugh–Lovell theorem

Results: 2



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1Regression analysis / Abstract algebra / Functional analysis / Least squares / Frisch–Waugh–Lovell theorem / Projection / Orthogonality / Vector space / Generalized least squares / Algebra / Mathematics / Linear algebra

A Geometric Representation of the Frisch-Waugh-Lovell Theorem Walter Sosa Escudero Documento de Trabajo Nro. 29

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Source URL: www.depeco.econo.unlp.edu.ar

Language: English - Date: 2012-09-18 12:43:34
2Frisch–Waugh–Lovell theorem / Linear regression / Least squares / Errors and residuals in statistics / Durbin–Watson statistic / Instrumental variable / Seemingly unrelated regressions / Statistics / Regression analysis / Econometrics

A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem* Michael C. Lovell Wesleyan University

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Source URL: mlovell.web.wesleyan.edu

Language: English - Date: 2007-03-01 11:27:36
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