Extensions of the Frisch-Waugh-Lovell theorem

MaRDI QIDQ3408698zbMATHFDO

Authors Simo Puntanen, Jürgen Gross

Publication date 15 November 2006

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)

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
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• Further remarks on the connection between fixed linear model and mixed linear model

Cited in

(8)

• On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
• 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
• A note on Cohen's \(d\) from a partitioned linear regression model
• Some notes on linear sufficiency
• All about the \(\bot\) with its applications in the linear statistical models
• Some further remarks on the linear sufficiency in the linear model

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