Extensions of the Frisch–Waugh–Lovell Theorem
Jürgen H. Gross, Simo Puntanen · Discussiones Mathematicae Probability and Statistics · 2023
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.