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

Ding, Peng

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.

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