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.

中文翻译：

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标准误差的 Frisch-Waugh-Lovell 定理

摘要 Frisch-Waugh-Lovell 定理说明了完全回归和偏回归的系数的等价性。我进一步展示了各种标准误差之间的等价性。将新结果应用于分层实验揭示了基于模型和基于设计的标准误差之间的差异。