The power of the Durbin-Watson test for regressions without an intercept (Q1067739): Difference between revisions
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Revision as of 03:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of the Durbin-Watson test for regressions without an intercept |
scientific article |
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The power of the Durbin-Watson test for regressions without an intercept (English)
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1985
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In the linear regression model without an intercept, the limiting power of the Durbin-Watson test (as correlation among errors increases) is shown to take only one of two values. This is either one or zero, depending on the underlying regressor matrix. Some examples and a simple rule to decide from a given regressor matrix which of these cases applies are also given.
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serial correlation
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linear regression model without an intercept
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limiting power of the Durbin-Watson test
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regressor matrix
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