DW test

Discuss the jamovi platform, possible improvements, etc.

by mdelacre » Wed Jun 03, 2020 9:01 am


When performin g a Linear Regression, for the Durbin-Watson test, the output returns same DW statistic and autorocorrelation, but unequal p, depending on whether the DV is centered or not.

jamovi centered2.jpg
jamovi centered2.jpg (46.29 KiB) Viewed 564 times

jamovi centered.jpg
With verreC=verres-VMEAN(verres)
jamovi centered.jpg (44.44 KiB) Viewed 564 times

With verresC=verres-VMEAN(verres)

Except for the p of the DW Statistic, all results are similar, whatever DV is centered or not. I don't know this test very well, but is there an explanation for that?


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by mcfanda@gmail.com » Fri Jun 05, 2020 4:16 pm

the reason for a different pvalue of the DW test is that jamovi (rightly) uses a bootstrap method to estimate it, so two different runs would produce two different results (try to run the same model with the same variables again and again and you'll see a change in the pvalue).
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by mdelacre » Mon Jun 08, 2020 1:41 pm

okay, very cool, thanks!
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