论文标题
Frisch-Waugh-洛维尔定理用于标准错误
The Frisch--Waugh--Lovell Theorem for Standard Errors
论文作者
论文摘要
弗里施(Waugh) - 信奉定理指出了系数与完整和部分回归的等效性。我进一步显示了各种标准误差之间的等效性。将新结果应用于分层实验,揭示了基于模型和基于设计的标准误差之间的差异。
The Frisch--Waugh--Lovell Theorem states the equivalence of the coefficients from the full and partial regressions. I further show the equivalence between various standard errors. Applying the new result to stratified experiments reveals the discrepancy between model-based and design-based standard errors.