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intercom
2011 Aug 12
1
Which Durbin-Watson is correct? (weights involved) - using durbinWatsonTest and dwtest (packages car and lmtest)
...n there are weights, 2 packages give Durbin-Watson different
statistics. Anyone knows why?
Also, it's interesting that both of them are also different from what
SPSS spits out...
Thank you!
Dimitri
############################################
### Run the whole code below to create mysample:
intercor<-0.3 # intercorrelation among all predictors
k<-10 # number of predictors
sigma<-matrix(intercor,nrow=k,ncol=k) # matrix of intercorrelations
among predictors
diag(sigma)<-1
require(mvtnorm)
set.seed(123)
mypop<-as.data.frame(rmvnorm(n=100000, mean=rep(0,k), sigma=sigma,
method=&...