The power of the Durbin-Watson test for regressions without an intercept (Q1067739)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of the Durbin-Watson test for regressions without an intercept |
scientific article |
Statements
The power of the Durbin-Watson test for regressions without an intercept (English)
0 references
1985
0 references
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.
0 references
serial correlation
0 references
linear regression model without an intercept
0 references
limiting power of the Durbin-Watson test
0 references
regressor matrix
0 references
0 references
0 references
