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- Durbin%E2%80%93Watson_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%E2%80%93Watson_statistic wikiPageExternalLink dwcrit.htm.
- Durbin%E2%80%93Watson_statistic wikiPageID "4864529".
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- Durbin%E2%80%93Watson_statistic hasPhotoCollection Durbin–Watson_statistic.
- Durbin%E2%80%93Watson_statistic id "51.0".
- Durbin%E2%80%93Watson_statistic title "Econometrics lecture".
- Durbin%E2%80%93Watson_statistic subject Category:Econometrics.
- Durbin%E2%80%93Watson_statistic subject Category:Statistical_tests.
- Durbin%E2%80%93Watson_statistic subject Category:Time_series_analysis.
- Durbin%E2%80%93Watson_statistic type Abstraction100002137.
- Durbin%E2%80%93Watson_statistic type Cognition100023271.
- Durbin%E2%80%93Watson_statistic type Experiment105798043.
- Durbin%E2%80%93Watson_statistic type HigherCognitiveProcess105770664.
- Durbin%E2%80%93Watson_statistic type Inquiry105797597.
- Durbin%E2%80%93Watson_statistic type ProblemSolving105796750.
- Durbin%E2%80%93Watson_statistic type Process105701363.
- Durbin%E2%80%93Watson_statistic type PsychologicalFeature100023100.
- Durbin%E2%80%93Watson_statistic type StatisticalTests.
- Durbin%E2%80%93Watson_statistic type Thinking105770926.
- Durbin%E2%80%93Watson_statistic type Trial105799212.
- Durbin%E2%80%93Watson_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%E2%80%93Watson_statistic label "Durbin-Watson istatistiği".
- Durbin%E2%80%93Watson_statistic label "Durbin-Watson-Test".
- Durbin%E2%80%93Watson_statistic label "Durbin–Watson statistic".
- Durbin%E2%80%93Watson_statistic label "Estadístico de Durbin-Watson".
- Durbin%E2%80%93Watson_statistic label "Statistica di Durbin-Watson".
- Durbin%E2%80%93Watson_statistic label "Test de Durbin-Watson".
- Durbin%E2%80%93Watson_statistic label "Критерий Дарбина — Уотсона".
- Durbin%E2%80%93Watson_statistic sameAs m.0crl6l.
- Durbin%E2%80%93Watson_statistic sameAs Durbin–Watson_statistic.
- Durbin%E2%80%93Watson_statistic wasDerivedFrom Durbin–Watson_statistic?oldid=626577586.
- Durbin%E2%80%93Watson_statistic isPrimaryTopicOf Durbin–Watson_statistic.