Skip to main content
Cross Validated

Return to Question

edited tags
Link
Christoph Hanck
Christoph Hanck
  • 34.8k
  • 3
  • 78
  • 137
added 106 characters in body
Source Link
lippi
lippi
  • 134
  • 6

I have a Poisson model with the following true relationship:

$$E(y \mid x, z)=exp(bx+cz)$$

Is it possible to apply here some nonlinear version of the Frisch-Waugh-Lovell theorem?

(Note that an earlier post tried to ask the same question, but the question's text contained errors -- like 1) not specifying the conditional mean correctly and 2) maybe being too specific about how the nonlinear version of FWL would look like -- and did not receive any pertinent replies.)

I have a Poisson model with the following true relationship:

$$E(y \mid x, z)=exp(bx+cz)$$

Is it possible to apply here some nonlinear version of the Frisch-Waugh-Lovell theorem?

(Note that an earlier post tried to ask the same question, but the question's text contained errors -- like not specifying the conditional mean correctly -- and did not receive any pertinent replies.)

I have a Poisson model with the following true relationship:

$$E(y \mid x, z)=exp(bx+cz)$$

Is it possible to apply here some nonlinear version of the Frisch-Waugh-Lovell theorem?

(Note that an earlier post tried to ask the same question, but the question's text contained errors -- like 1) not specifying the conditional mean correctly and 2) maybe being too specific about how the nonlinear version of FWL would look like -- and did not receive any pertinent replies.)

Source Link
lippi
lippi
  • 134
  • 6

Frisch-Waugh-Lovell theorem for Poisson Regression

I have a Poisson model with the following true relationship:

$$E(y \mid x, z)=exp(bx+cz)$$

Is it possible to apply here some nonlinear version of the Frisch-Waugh-Lovell theorem?

(Note that an earlier post tried to ask the same question, but the question's text contained errors -- like not specifying the conditional mean correctly -- and did not receive any pertinent replies.)