Extensions of the Frisch-Waugh-Lovell theorem

zbMATH Open1134.62302MaRDI QIDQ3408698FDOQ3408698

Authors: Simo Puntanen, Jürgen Gross 

Publication date: 15 November 2006

Recommendations

• The Frisch-Waugh-Lovell theorem for standard errors
• The Frisch-Waugh-Lovell theorem for the Lasso and the ridge regression
• The frisch-waugh theorem and generalized least squares
• Linear sufficiency in the general Gauss-Markov model
• Further remarks on the connection between fixed linear model and mixed linear model

zbMATH Keywords

partitioned linear modelorthogonal projectorbest linear unbiased estimationlinear sufficiencyreduced linear modelFrisch-Waugh-Lovell Theorem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sufficient statistics and fields (62B05)

Cited In (8)

• The Frisch-Waugh-Lovell theorem for standard errors
• Further remarks on the connection between fixed linear model and mixed linear model
• The Frisch-Waugh-Lovell theorem for the Lasso and the ridge regression
• Some further remarks on the linear sufficiency in the linear model
• All about the \(\bot\) with its applications in the linear statistical models
• A note on Cohen's \(d\) from a partitioned linear regression model
• On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
• Some notes on linear sufficiency

This page was built for publication: Extensions of the Frisch-Waugh-Lovell theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3408698)