Talk:Frisch–Waugh–Lovell theorem
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Sources/notes for expansion
- Proofs/interpretation
- Yule, George Udny (1907-05-14). "On the theory of correlation for any number of variables, treated by a new system of notation". Proceedings of the Royal Society of London. Series A, Containing Papers of a Mathematical and Physical Character. 79 (529): 182–193. doi:10.1098/rspa.1907.0028. ISSN 0950-1207.
- Frisch, Ragnar; Waugh, Frederick V. (1933). "Partial Time Regressions as Compared with Individual Trends". Econometrica. 1 (4): 387–401. doi:10.2307/1907330. ISSN 0012-9682.
- Lovell, Michael C. (December 1963). "Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis". Journal of the American Statistical Association. 58 (304): 993–1010. doi:10.1080/01621459.1963.10480682. ISSN 0162-1459.
- Lovell, Michael C. (January 2008). "A Simple Proof of the FWL Theorem". The Journal of Economic Education. 39 (1): 88–91. doi:10.3200/JECE.39.1.88-91. ISSN 0022-0485.
- Hansen, Bruce E. (2022). Econometrics. Princeton: Princeton University Press. ISBN 978-0-691-23615-5.
- History and interpretation
- Aldrich, John (1998). "Doing Least Squares: Perspectives from Gauss and Yule". International Statistical Review / Revue Internationale de Statistique. 66 (1): 61–81. doi:10.2307/1403657. ISSN 0306-7734.
- Ruud, Paul Arthur (2000). An introduction to classical econometric theory. New York: Oxford University Press. ISBN 978-0-19-511164-4.
- Goldberger, Arthur Stanley (1991). A course in econometrics. Cambridge, Mass.: Harvard Univ. Press. ISBN 978-0-674-17544-0.
- Sosa Escudero, Walter (March 2001). "A geometric representation of the Frisch-Waugh-Lovell theorem". Documentos de Trabajo. 29. ISSN 1853-3930.
- Filoso, Valerio (March 2013). "Regression Anatomy, Revealed". The Stata Journal: Promoting communications on statistics and Stata. 13 (1): 92–106. doi:10.1177/1536867X1301300107. ISSN 1536-867X.
- Extensions
- Ding, Peng (2021-01-01). "The Frisch–Waugh–Lovell theorem for standard errors". Statistics & Probability Letters. 168: 108945. doi:10.1016/j.spl.2020.108945. ISSN 0167-7152.
{{cite journal}}: CS1 maint: article number as page number (link) - Basu, Deepankar (2024-10-01). "Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators". Statistics & Probability Letters. 213: 110188. doi:10.1016/j.spl.2024.110188. ISSN 0167-7152.
{{cite journal}}: CS1 maint: article number as page number (link) - Fiebig, Denzil G.; Bartels, Robert (January 1996). "The frisch-waugh theorem and generalized least squares". Econometric Reviews. 15 (4): 431–443. doi:10.1080/07474939608800365. ISSN 0747-4938.
- Yamada, Hiroshi (2017-11-02). "The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression". Communications in Statistics - Theory and Methods. 46 (21): 10897–10902. doi:10.1080/03610926.2016.1252403. ISSN 0361-0926.
Vermont (🐿️—🏳️🌈) 02:27, 2 March 2026 (UTC) Talk:Frisch–Waugh–Lovell theorem/GA1