You Can’t Spell CUPED Without Frisch-Waugh-Lovell

1 · Evan Miller · July 15, 2022, 12:35 a.m.
Summary
A/B tests run faster with CUPED. Here I explain the underlying math, and use it to invent an even better variance-reduction technique for online experiments: You Can’t Spell CUPED Without Frisch-Waugh-Lovell...