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2005 | 25 | 1 | 39-49
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Extensions of the Frisch-Waugh-Lovell Theorem

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In this paper we introduce extensions of the so-called Frisch-Waugh-Lovell Theorem. This is done by employing the close relationship between the concept of linear sufficiency and the appropriate reduction of linear models. Some specific reduced models which demonstrate alternatives to the Frisch-Waugh-Lovell procedure are discussed.
Opis fizyczny
  • Department of Statistics, University of Dortmund, Vogelpothsweg 87, D-44221 Dortmund, Germany
  • Department of Mathematics, Statistics and Philosophy, FI-33014 University of Tampere, Finland
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