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A Simple Proof of the FWL Theorem

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Author Info
Michael C. Lovell () (Wesleyan University)

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Abstract

The author presents a simple proof of a property of the method of least squares variously known as the FWL, the Frisch-Waugh-Lovell, the Frisch-Waugh, or the decomposition theorem.

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File URL: http://www.journalofeconed.org/pdfs/winter2008/JECE_088-091.pdf
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Publisher Info
Article provided by Helen Dwight Reid Foundation in its journal The Journal of Economic Education.

Volume (Year): 39 (2008)
Issue (Month): 1 ()
Pages: 88-91
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Handle: RePEc:jee:journl:v:39:y:2008:i:1:p:88-91

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Related research
Keywords: decomposition theorem; FWL theorem; Frisch-Waugh-Lovell theorem; Frisch-Waugh theorem;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

References listed on IDEAS
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  1. Michael C. Lovell, 1963. "Seasonal Adjustment of Economic Time Series and Multiple Regression," Cowles Foundation Discussion Papers 151, Cowles Foundation, Yale University. [Downloadable!]
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