I think the statistics are the same, but the p-values are not exactly the same as they used different methods for the p-value. car uses bootstrapping and lmtest uses the "pan" algorithm, said from the help pages.
2009/8/4 Tom La Bone <boo...@gforcecable.com>: > > Allow me to reword this question. I have performed two fits to the same set > of data below: a weighted fit and an unweighted fit. I performed the > Durbin-Watson tests on each fit using "dwtest" and "durbin.watson". For a > given fit (weighted or unweighted), should both dwtest and durbin.watson be > giving me the same DW statistic and p-value? Should I get the same DW > statistic and p-value for the weighted and unweighted fits as I do using > dwtest? > > >> library(lmtest) > Loading required package: zoo > > Attaching package: 'zoo' > > > The following object(s) are masked from package:base : > > as.Date.numeric > >> library(car) >> X <- c(4.8509E-1,8.2667E-2,6.4010E-2,5.1188E-2,3.4492E-2,2.1660E-2, > + 3.2242E-3,1.8285E-3) >> Y <- c(2720,1150,1010,790,482,358,78,35) >> W <- 1/Y^2 >> >> fit <- lm(Y ~ X - 1) >> dwtest(fit,alternative="two.sided") > > Durbin-Watson test > > data: fit > DW = 0.7599, p-value = 0.05935 > alternative hypothesis: true autocorelation is not 0 > >> durbin.watson(fit,alternative="two.sided") > lag Autocorrelation D-W Statistic p-value > 1 0.5897666 0.7599161 0.368 > Alternative hypothesis: rho != 0 >> >> fit <- lm(Y ~ X - 1,weights=W) >> dwtest(fit,alternative="two.sided") > > Durbin-Watson test > > data: fit > DW = 0.7599, p-value = 0.05935 > alternative hypothesis: true autocorelation is not 0 > >> durbin.watson(fit,alternative="two.sided") > lag Autocorrelation D-W Statistic p-value > 1 -0.07663672 1.209076 0.77 > Alternative hypothesis: rho != 0 >> > > -- > View this message in context: > http://www.nabble.com/Comparison-of-Output-from-%22dwtest%22-and-%22durbin.watson%22-tp24783494p24808540.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- HUANG Ronggui, Wincent PhD Candidate Dept of Public and Social Administration City University of Hong Kong Home page: http://asrr.r-forge.r-project.org/rghuang.html ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
