Calculation of Durbin-Watson p-value
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]]
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