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DW test

Posted: Wed Jun 03, 2020 9:01 am
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 19355 times
With verreC=verres-VMEAN(verres)
With verreC=verres-VMEAN(verres)
jamovi centered.jpg (44.44 KiB) Viewed 19355 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

Re: DW test

Posted: Fri Jun 05, 2020 4:16 pm
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).

Re: DW test

Posted: Mon Jun 08, 2020 1:41 pm
by mdelacre
okay, very cool, thanks!

Re: DW test

Posted: Sat Dec 02, 2023 11:01 pm
by adaren
If it is bootstrapped, then how many samples?
Because it varies quite significantly :upside_down_face: