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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=&...