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- Durbin–Watson_statistic abstract "In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann (von Neumann, 1941). Durbin and Watson (1950, 1951) applied this statistic to the residuals from least squares regressions, and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the alternative that they follow a first order autoregressive process. Later, John Denis Sargan and Alok Bhargava developed several von Neumann–Durbin–Watson type test statistics for the null hypothesis that the errors on a regression model follow a process with a unit root against the alternative hypothesis that the errors follow a stationary first order autoregression (Sargan and Bhargava, 1983). Note that the distribution of this test statistic does not depend on the estimated regression coefficients and the variance of the errors.".
- Durbin–Watson_statistic wikiPageID "4864529".
- Durbin–Watson_statistic wikiPageRevisionID "596647596".
- Durbin–Watson_statistic subject Category:Econometrics.
- Durbin–Watson_statistic subject Category:Statistical_tests.
- Durbin–Watson_statistic subject Category:Time_series_analysis.
- Durbin–Watson_statistic comment "In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann (von Neumann, 1941).".
- Durbin–Watson_statistic label "Durbin-Watson-Test".
- Durbin–Watson_statistic label "Durbin–Watson statistic".
- Durbin–Watson_statistic label "Estadístico de Durbin-Watson".
- Durbin–Watson_statistic label "Statistica di Durbin-Watson".
- Durbin–Watson_statistic label "Test de Durbin-Watson".
- Durbin–Watson_statistic label "Критерий Дарбина — Уотсона".
- Durbin–Watson_statistic label "杜宾-瓦特森统计量".
- Durbin–Watson_statistic sameAs Durbin%E2%80%93Watson_statistic.
- Durbin–Watson_statistic sameAs Durbin-Watson-Test.
- Durbin–Watson_statistic sameAs Estadístico_de_Durbin-Watson.
- Durbin–Watson_statistic sameAs Test_de_Durbin-Watson.
- Durbin–Watson_statistic sameAs Statistica_di_Durbin-Watson.
- Durbin–Watson_statistic sameAs Q1266851.
- Durbin–Watson_statistic sameAs Q1266851.
- Durbin–Watson_statistic wasDerivedFrom Durbin–Watson_statistic?oldid=596647596.