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