Without referring to your notes (quant)...... values, reason, testing, equation, referring

parott

True or false? You can use a DW statistic for testing for serial correlation on a regression equation that uses lagged values. Include a reason in your answer.

huangxiaoxie

false. keep it simple soddy!!! it's MC after all.


errm, there is a reason. ultimately you end up checking the significance of the auto-correlations.

Houjichasan

is when DW is significant in both a linear and log-linear model????

scarecrow

What's wrong with this?

b0 = CovX,Y/Standard Deviation X

Uranus08

q was correct CP.

jarobi04

that would be b1.

b1=Covxy/varx

b0 = Mean Y Value - Mean X * b1 calculated above.

CP

profil

Question. What is the variance of the prediction error? (no peeking at notes!)

neil1234

sf^2 = see^2 * {1+1/n + (Xi-xBar)^2/(n-1)sx^2}

CP

President1988

actually do not think there is a need. I do not have trouble remembering the formula.

Breaking it down into 3 parts
1
1/n
(Xi-XBar)^2/(n-1)*Sx^2

helps me keep it in mind.

if you referred to searched for Level II posts by mvwt9 -> he had used the Confidence interval method - and selected the one slightly higher... or something like that, instead of memorizing this formula.

CP

yalo

Thanks CP and i will search for mvwt9 post.