The Frisch–Waugh–Lovell theorem for standard errors
نویسندگان
چکیده
The Frisch–Waugh–Lovell Theorem states the equivalence of coefficients from full and partial regressions. I further show between various standard errors. Applying new result to stratified experiments reveals discrepancy model-based design-based
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.108945