> On Sun, 23 Dec 2001 23:48:58 GMT, "Jim Snow" <[EMAIL PROTECTED]> > wrote: > >> >> "Glen" <[EMAIL PROTECTED]> wrote in message >> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... >> > [EMAIL PROTECTED] (Chia C Chong) wrote in message >> news:<[EMAIL PROTECTED]>... >> > > I am using nonlinear regression method to find the best parameters >> > > for my data. I came across a term called "runs test" from the >> > > Internet. It mentioned that this is to determines whether my data >> > > is differ significantly from the equation model I select for the >> > > nonlinear regression. Can someone please let me know how should I >> > > perform the run tests?? >> > >> > You need to use a runs test that's adjusted for the dependence in >> > the residuals. The usual runs test in the texts won't apply. >> > >> > Glen >> >> I always understood that the runs test was designed to detect >> systematic >> departures from the fitted line because some other curve fitted the >> data better. In this context, it is a test for dependence of >> residuals. >> >> There is a discussion of this at >> http://216.46.227.18/curvefit/systematic_deviation.htm >> >> Any elementary text in Non-parametric Methods in statistics >> will >> give an example. > > Well, the residuals are always *dependent*, to the extent of p/n (# > variables divided by N). That is the Expectation. So they are *not* > i.i.d, which is an assumption. Thus: the runs test is an > approximation which is inadequate for large ratios of p/n -- It > is nice for the stat-pack to explain the runs-test, but > not-so-nice that it fails to mention the other detail. > > Draper and Smith's book on regression mention that the runs > test will be approximate, since the expectation is not independent. > > You can also google-search on <"Durbin-Watson" "runs test">, > and click on the lectures ... or whatever appeals most to you. > The D-W test is awkward enough to *test* that you don't wonder
The durbin-Watson test *was* awkward to use, but with todays computers there is possible to compute or simulate (bootstrap) exact p-values. Both are avaliable in for instance the GPL'ed package R, google search fro CRAN R Kjetil Halvorsen > why people should look for an easier option. Several textbooks > that I just looked at seem to be satisfied with recommending > that you eye-ball your residuals in several plots - without doing > tests. > > -- > Rich Ulrich, [EMAIL PROTECTED] > http://www.pitt.edu/~wpilib/index.html > > > ================================================================= > Instructions for joining and leaving this list and remarks about > the problem of INAPPROPRIATE MESSAGES are available at > http://jse.stat.ncsu.edu/ > ================================================================= ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
