On Tue, 4 Aug 2009, Tom La Bone wrote:
My concern is that the two tests give different DW statistics for the weighted fit and very different p-values for the same DW statistic for the unweighted fit. Is there a "right" answer here?
dwtest() is not handling WLS at the moment. I'll have a look whether there is an easy way to fix that, but I guess the best I could do at the moment is to throw an error. (The statistic is easy to compute, but the exact/approximate p-values are less straightforward.)
Z
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