A Comparison between the Power of the Durbin-Watson Test and the Power of the Blus Test
作者:
A.P. J. Abrahamse,
J. Koerts,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 327
页码: 938-948
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10501025
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In an earlier paper [5] the authors compared the power of the BLUS test with the probability of a correct decision of the Durbin-Watson bounds test. A method to compute the distribution of the Von Neumann ratio under the null hypothesis and under the alternative hypothesis was given. In the present paper the latter method is used to tabulate the BLUS-test statistic and to compute the exact significance points of the Durbin-Watson test for several examples. Powers of both tests are computed and compared. It appears that, for the cases considered, the power of the exact Durbin-Watson test exceeds that of the BLUS procedure, while the latter is greater than the probability of a correct decision in the Durbin-Watson bounds test.
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