Science and Technology Production
THE USE OF THE DURBIN-WATSON TEST IN NON-LINEAR REGRESSION MODELS
Articulo
Date:
1999Publishing House and Editing Place:
ISOSS PUBLMagazine:
PAKISTAN JOURNAL OF STATISTICS, vol. 15 (pp. 41-46) ISOSS PUBLSummary *
In this paper we show that the original Durbin-Watson test can be used in non-linear cases following a very simple procedure. We show as well that this will be valid to the second order of approximation. Firstly we present the case of a single independent variable and a single parameter of the non-linear model. Then we treat the p dimensional case. Finally we give some concluding remarks. Information provided by the agent in SIGEVAKey Words
Asymptotic expansionsSerial correlationNon-linear regressionDurbin-Watson test statistics