DW test
Posted: Wed Jun 03, 2020 9:01 am
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.
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
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.
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