- Tytuł:
- Extensions of the Frisch-Waugh-Lovell Theorem
- Autorzy:
-
Groß, Jürgen
Puntanen, Simo - Powiązania:
- https://bibliotekanauki.pl/articles/729698.pdf
- Data publikacji:
- 2005
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
best linear unbiased estimation
Frisch-Waugh-Lovell Theorem
linear sufficiency
orthogonal projector
partitioned linear model
reduced linear model - Opis:
- 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.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2005, 25, 1; 39-49
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł