Re: [R] Durbin Watson Test Bound in R

2013-11-25 Thread Achim Zeileis
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"

Re: [R] Durbin Watson Test Bound in R

2013-11-25 Thread Jeff Newmiller
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

[R] Durbin Watson Test Bound in R

2013-11-25 Thread MaXiaoyue
Hi, How could I use R to check Durbin Watson Test Bound? Best, Rebecca __ 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

Re: [R] Durbin-Watson

2010-03-09 Thread John Fox
ology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -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

Re: [R] Durbin-Watson

2010-03-09 Thread Dimitri Liakhovitski
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?

[R] Durbin-Watson

2010-03-09 Thread Dimitri Liakhovitski
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 _

Re: [R] Durbin-Watson

2009-08-07 Thread Achim Zeileis
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

Re: [R] Durbin-Watson

2009-08-07 Thread Hardi
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

Re: [R] Durbin-Watson

2009-08-05 Thread Achim Zeileis
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

[R] Durbin-Watson

2009-08-05 Thread Hardi
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