DW test

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mdelacre
Posts: 8
Joined: Fri Jul 12, 2019 9:39 am

DW test

Post by mdelacre »

Hi,

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 12095 times
With verreC=verres-VMEAN(verres)
With verreC=verres-VMEAN(verres)
jamovi centered.jpg (44.44 KiB) Viewed 12095 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?

Sincerely,

Marie
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mcfanda@gmail.com
Posts: 460
Joined: Thu Mar 23, 2017 9:24 pm

Re: DW test

Post by mcfanda@gmail.com »

Hi
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).
mdelacre
Posts: 8
Joined: Fri Jul 12, 2019 9:39 am

Re: DW test

Post by mdelacre »

okay, very cool, thanks!
adaren
Posts: 20
Joined: Tue Jan 03, 2023 12:25 pm

Re: DW test

Post by adaren »

If it is bootstrapped, then how many samples?
Because it varies quite significantly :upside_down_face:
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