• Serial Correlation in Regression Analysis
نویسنده
چکیده
منابع مشابه
Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression
In geo-statistics, the Durbin-Watson test is frequently employed to detect the presence of residual serial correlation from least squares regression analyses. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series. If the variables comprise cross-sectional data coming from spatial random sampling, the test will be ineffectual because the value of Durbin-Watson'...
متن کاملSerial Correlation and the Combination of Forecasts
It is shown that regression-based methods of forecast combination lead to serially correlated combined prediction errors. The form of the serial correlation is characterized, and specification, estimation, and prediction are treated. A fully optimal combined predictor, which exploits the serial correlation, is developed and compared with existing regression-based methods in a numerical example,...
متن کاملUnequally Spaced Panel Data Regressions with Ar(1) Disturbances
This paper deals with the estimation of unequally spaced panel data regression models with AR~1! remainder disturbances+ A feasible generalized least squares ~GLS! procedure is proposed as a weighted least squares that can handle a wide range of unequally spaced panel data patterns+ This procedure is simple to compute and provides natural estimates of the serial correlation and variance compone...
متن کاملSerial Correlation Coefficient
In this paper, we investigate the relation between two variables where the one is measured with the ratio or interval scale and the other with the nominal. In this cases, we use from serial correlation coefficient. Computation of some serial coefficient such as biserial and point-biserial coefficient is carried out with some examples and R program.
متن کاملنارسایی حافظهکاری در افراد مبتلا به اختلال افسردگی اساسی
AbstractObjectives: The aim of the present study was to investigate working memory impairments in individuals with major depressive disorder. Method: Twenty five patients with major depressive disorder according to DSM-IV criteria, were matched by gender, age and education with 25 normal controls. All completed Beck Depression Inventory and participated in two working memory tasks: “Paced Audit...
متن کامل