Problems with Durbin Watson and Partial Residual Plots

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Dear Cal,

The functions that you mention are in the car package.

The problems that you've encountered seem very odd to me. For example, if
you take a look at durbin.watson.lm(), you'll see that the code producing
the errors is quite straight-forward; it just extracts residuals from the
model and checks for NAs:

    residuals <- residuals(model)
    if (any(is.na(residuals))) 
        stop("residuals include missing values") 

Likewise, what's going on inside of cr.plot.lm() is also pretty simple.

Can you send the data set on which this regression was based?

John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
--------------------------------
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch 
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cal Tate
Sent: Tuesday, November 02, 2004 2:24 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Problems with Durbin Watson and Partial Residual Plots

I am trying to evaluate a model by using the commands 
durbin.watson and cr.plot.
However, I keep getting errors that I can't figure out. A 
description follows. Does anyone have a hint as to what may be wrong?

1)The Durbin Watson Test. In running the command I kept 
getting the message "residuals include missing values" when 
actually this was NOT the case.

Example:
durbin.watson(hw8LM0)
Error in durbin.watson.lm(hw8LM0) : residuals include missing values

(2)Partial Residual Plots: Here I kept getting that the 
variables I choose are not in the model, i.e. "Time is not in 
the model" when it clearly is.

Example:
cr.plot(hw8LM0,variable="Time")
Error in cr.plot.lm(hw8LM0, variable = "Time") : 
        Time is not in the model.

Here is the model and residuals:
 summary(hw8LM0)
Call:
lm(formula = Sales ~ Time)
Residuals:
    Min      1Q  Median      3Q     Max 
-516.32 -292.95  -29.15  238.48  895.09
Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept) 1418.872    122.464   11.59 2.35e-14 ***
Time          73.278      4.962   14.77  < 2e-16 ***
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 
1 Residual standard error: 389.8 on 40 degrees of freedom
Multiple R-Squared: 0.845,      Adjusted R-squared: 0.8411 
F-statistic: 218.1 on 1 and 40 DF,  p-value: < 2.2e-16 

hw8LM0$res
          1           2           3           4           5   
        6 
 242.679535  679.531369  895.093204  442.975038 -237.443127  
245.868708 
          7           8           9          10          11   
       12 
  82.540542  -13.347623 -209.325789  161.976046  -96.612120 
-271.380285 
         13          14          15          16          17   
       18 
-460.888451 -113.606616 -311.494782 -417.352947 -516.321113   
 1.430722 
         19          20          21          22          23   
       24 
 -18.407443 -328.425609 -476.743774    8.528060   67.849895 
-298.548271 
         25          26          27          28          29   
       30 
-478.826436  225.895398  110.617233 -226.800933 -487.939098  
281.782736 
         31          32          33          34          35   
       36 
 -61.495429 -390.773595 -485.051760  431.670075  477.391909  
-39.886256 
         37          38          39          40          41   
       42 
-276.164422  732.557413  618.279247  -16.998918 -229.277084  
756.444751 

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