Re: [R] Durbin-Watson test in packages "car" and "lmtest"

About this list Date view Thread view Subject view Author view Attachment view

From: Achim Zeileis (zeileis@ci.tuwien.ac.at)
Date: Sat 20 Apr 2002 - 21:44:29 EST 

Message-id: <3CC1549D.78BB855E@ci.tuwien.ac.at>

Lu Chi-Hsien Joseph wrote:
>
> The difference that I found in applying Durbin-Watson test in
> "car" and "lmtest" is the latter only works for testing
> NH: rho = 0 versus AH: rho > 0.

That is true. The one-sided alternative is in my experience the one of
most interest. But I want to implement an alternative argument as in
most classical tests for the next version of lmtest. I just didn't get
round to do it.

Nevertheless, even for the same alternative there can be differences
between the p values due to the different computing techniques in
dwtest() and durbin.watson()...
Z

> C. Joseph Lu
> Department of Statistics
> National Cheng-Kung University
> Tainan, Taiwan
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !) To: r-help-request@stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Wed 16 Oct 2002 - 11:57:12 EST