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The Frisch--Waugh--Lovell Theorem for Standard Errors

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  • Peng Ding

Abstract

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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  • Peng Ding, 2020. "The Frisch--Waugh--Lovell Theorem for Standard Errors," Papers 2009.06621, arXiv.org.
    • Handle: RePEc:arx:papers:2009.06621
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