On Sun, 23 Dec 2001 23:48:58 GMT, "Jim Snow" <[EMAIL PROTECTED]> wrote:
> > "Glen" <[EMAIL PROTECTED]> wrote in message > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > [EMAIL PROTECTED] (Chia C Chong) wrote in message > news:<[EMAIL PROTECTED]>... > > > I am using nonlinear regression method to find the best parameters for > > > my data. I came across a term called "runs test" from the Internet. It > > > mentioned that this is to determines whether my data is differ > > > significantly from the equation model I select for the nonlinear > > > regression. Can someone please let me know how should I perform the > > > run tests?? > > > > You need to use a runs test that's adjusted for the dependence in the > > residuals. The usual runs test in the texts won't apply. > > > > Glen > > I always understood that the runs test was designed to detect systematic > departures from the fitted line because some other curve fitted the data > better. In this context, it is a test for dependence of residuals. > > There is a discussion of this at > http://216.46.227.18/curvefit/systematic_deviation.htm > > Any elementary text in Non-parametric Methods in statistics will > give an example. Well, the residuals are always *dependent*, to the extent of p/n (# variables divided by N). That is the Expectation. So they are *not* i.i.d, which is an assumption. Thus: the runs test is an approximation which is inadequate for large ratios of p/n -- It is nice for the stat-pack to explain the runs-test, but not-so-nice that it fails to mention the other detail. Draper and Smith's book on regression mention that the runs test will be approximate, since the expectation is not independent. You can also google-search on <"Durbin-Watson" "runs test">, and click on the lectures ... or whatever appeals most to you. The D-W test is awkward enough to *test* that you don't wonder why people should look for an easier option. Several textbooks that I just looked at seem to be satisfied with recommending that you eye-ball your residuals in several plots - without doing tests. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
