[R] where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?
Hi all, I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Those tables can answer my two-sided question at 5x2 = 10% confidence level. But what if I want two-sided test at 1% and 5% confidence level? Then I need 0.5% and 2.5% tables on those one-sided table. My sample size is 278, and the number of parameters is 2, these adds to the hardship of finding a good table... Could anybody give me some pointers of two-sided DW tables or 1-sided DW table with 0.5% and 2.5% confidence levels? Thanks a lot! Moreover, I appreciate any pointers about electronic tables that I can use in programs, I want to implement DW test myself, but let the program searching a table automatically... Thanks a lot! [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?
Michael: I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. ...because rho 0 is the alternative of interest in most applications. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Using tables for the DW test is difficult because it's distribution depends on the particular set of regressors used. The tables of DW just give upper and lower bounds. Back when the DW test was suggested, tables was the only way to make application of the test feasible. Today, you would either use the exact combination of chi-square distributions or an asymptotic approximation (both implemented in dwtest() from lmtest) or a bootstrap approximation (implemented in durbin.watson() from car). For 278 observations, the normal approximation should be sufficient. hth, Z __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?
Michael wrote: Hi all, I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Those tables can answer my two-sided question at 5x2 = 10% confidence level. But what if I want two-sided test at 1% and 5% confidence level? Then I need 0.5% and 2.5% tables on those one-sided table. My sample size is 278, and the number of parameters is 2, these adds to the hardship of finding a good table... Could anybody give me some pointers of two-sided DW tables or 1-sided DW table with 0.5% and 2.5% confidence levels? Thanks a lot! Moreover, I appreciate any pointers about electronic tables that I can use in programs, I want to implement DW test myself, but let the program searching a table automatically... Are you aware of the implementations of this test in the car, lmtest, and fMultivar packages? RSiteSearch(Durbin-Watson, restrict=function) finds those functions. Thanks a lot! [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
