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Academic reference · Orthogonal Decomposition

Frisch et al. (1933)

Frisch, R., & Waugh, F. V. (1933). Partial time regressions as compared with individual trends. Econometrica, 1(4), 387–401.

Why it matters

The Frisch-Waugh-Lovell theorem is the algebraic basis for residualizing one factor against prior factors before estimating its incremental contribution.

Read at publisher ↗All references
← Klein et al. (1953)Orthogonal Decomposition · 1 / 3Lovell (1963) →
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