The Frisch--Waugh--Lovell Theorem for Standard Errors
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Abstract (arXiv)
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.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). First posted on arXiv 14 Sep 2020.
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2 papers.