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Durbin-Watson Statistic

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods

The Durbin-Watson (1950) statistic (DW or d) is a commonly used and routinely reported diagnostic test for the presence of first-order auto or serial correlation in the error of a time-series regression model. The statistic is calculated using the residuals from ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Durbin-watson statistic. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 290-291). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n261
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Durbin-Watson Statistic." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 290-91. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n261.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Durbin-Watson Statistic. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 290-291 Available at: <https://dx.doi.org/10.4135/9781412950589.n261> [Accessed 29 Jun 2022].
  
  Lewis-Beck, Michael S., et al. "Durbin-Watson Statistic." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 290-91. SAGE Knowledge. 29 Jun 2022, doi: https://dx.doi.org/10.4135/9781412950589.n261.
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