On Mon, 25 Nov 2013, MaXiaoyue wrote:
Hi,
How could I use R to check Durbin Watson Test Bound?
Although the bounds approach to the Durbin-Watson test is still described
in many text books, there are actually various ways to get p-values for
the Durbin-Watson statistic. dwtest() in "lmtest"
I would first enter
?RSiteSearch
at the R console, and learn how to sift through the 5000+ packages at CRAN for
myself.
Then I would enter
RSiteSearch("Durbin")
and then study the many options available.
---
Jeff Newmill
Hi,
How could I use R to check Durbin Watson Test Bound?
Best,
Rebecca
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> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On
> Behalf Of Dimitri Liakhovitski
> Sent: March-09-10 8:20 PM
> To: r-help
> Subject
Never mind - I think I found it in "car" package.
On Tue, Mar 9, 2010 at 8:08 PM, Dimitri Liakhovitski wrote:
> Hello!
>
> I have run a regression using lm.
> However, my data points are actually for different dates (weeks). How
> could I calculate Durbin-Watson statistic for my regression model?
Hello!
I have run a regression using lm.
However, my data points are actually for different dates (weeks). How
could I calculate Durbin-Watson statistic for my regression model?
Thank you!
D.
--
Dimitri Liakhovitski
Ninah.com
dimitri.liakhovit...@ninah.com
_
On Fri, 7 Aug 2009, Hardi wrote:
Now I understand better how does the durbin watson test works. But this
means that my residuals are not independent (note that I'm doing this
test to validate the ANOVA assumption that the residuals are
independent).
Yes. The autocorrelation is rather low, th
Thank you for all your reply, especially Alan
Now I understand better how does the durbin watson test works. But this means
that my residuals are not independent (note that I'm doing this test to
validate the ANOVA assumption that the residuals are independent).
The results were taken from a si
On Wed, 5 Aug 2009, Hardi wrote:
Hi,
I ran an experiment with 3 factors, 2 levels and 200 replications and as
I want to test for residuals independence, I used Durbin-Watson in R.
I found two functions (durbin.watson and dwtest) and while both are
giving the same rho, the p-values are greatly
Hi,
I ran an experiment with 3 factors, 2 levels and 200 replications and as I want
to test for residuals independence, I used Durbin-Watson in R.
I found two functions (durbin.watson and dwtest) and while both are giving the
same rho, the p-values are greatly differ:
> durbin.watson(mod1)
lag
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