Re: [R] Calculation of Durbin-Watson p-value

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Thu 19 May 2005 - 15:58:17 EST

On 19 May 2005 04:31:54 -0000 Ramesh Kolluru wrote:

> Sir,  
> I am unable to get the source code for Durbin-Watson test, as I want
> to calculate the p-value for Durbin Watson statistic using
> interpolation method. I sent this mail to r-help, but it was rejected,

Perhaps you should have tried to figure out why it was rejected instead of sending it directly to BDR... Please *do* read the posting guide at   http://www.R-project.org/posting-guide.html on how to ask for help on the R mailing lists.

As for your mail (which does not ask any question, and surely no specific one): which source code are you referring to? There are at least two implementations in R (dwtest in package lmtest, durbin.watson in package car), the source code of both is available in the usual ways. But maybe you're referring to some other implementation?

Concerning the p values: dwtest() interfaces the pan/gradsol algorithm which computes the null distribution from a linear combination of chi-squared variables and also implements a normal approximation. durbin.watson() computes p values by bootstrapping. So I don't see the need for implementing an interpolation method (although I have to admit that it is not clear to me what exactly this means in this context). Z

> please suggest me some way. I will be highly greatful to you.
>
> Thanks in advance
> Ramesh
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu May 19 16:11:43 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:50 EST