The Frisch-Waugh-Lovell theorem for standard errors
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Publication:826687
DOI10.1016/j.spl.2020.108945zbMath1456.62101arXiv2009.06621OpenAlexW3087517413MaRDI QIDQ826687
Publication date: 6 January 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.06621
clusteringcovariance estimatorautocorrelationheteroskedasticitypartial regressionstratified experiments
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)
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