topic what's the decision rule for the p value in the Durbin-Watson test in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/what-s-the-decision-rule-for-the-p-value-in-the-Durbin-Watson/m-p/131808#M6896 <HTML><HEAD></HEAD><BODY><P><SPAN style="font-size: 14pt;">In the Durbin-Watson test, the decision rule for a one-sided test is </SPAN></P><P></P><P><SPAN style="font-size: 14pt;">Reject H0 if d &lt; d<SPAN style="font-size: 10pt;">L</SPAN>, do not reject H0 if d &gt; d<SPAN style="font-size: 10pt;">H</SPAN>, d<SPAN style="font-size: 10pt;">L</SPAN>&lt;d &lt; d<SPAN style="font-size: 10pt;">H</SPAN> is the inconclusive range.</SPAN></P><P><SPAN style="font-size: 14pt;">In the AUTOREG procedure, the DWPROB option produces <EM>p</EM>-value for the Durbin-Watson test statistic. So what's the decison rule for the p value in a one-sided tes or a two-sided test? What is the inconclusive range for p value?</SPAN></P><P><SPAN>&nbsp; </SPAN></P></BODY></HTML> Mon, 04 Jun 2012 08:09:44 GMT cathysu 2012-06-04T08:09:44Z what's the decision rule for the p value in the Durbin-Watson test https://communities.sas.com/t5/Statistical-Procedures/what-s-the-decision-rule-for-the-p-value-in-the-Durbin-Watson/m-p/131808#M6896 <HTML><HEAD></HEAD><BODY><P><SPAN style="font-size: 14pt;">In the Durbin-Watson test, the decision rule for a one-sided test is </SPAN></P><P></P><P><SPAN style="font-size: 14pt;">Reject H0 if d &lt; d<SPAN style="font-size: 10pt;">L</SPAN>, do not reject H0 if d &gt; d<SPAN style="font-size: 10pt;">H</SPAN>, d<SPAN style="font-size: 10pt;">L</SPAN>&lt;d &lt; d<SPAN style="font-size: 10pt;">H</SPAN> is the inconclusive range.</SPAN></P><P><SPAN style="font-size: 14pt;">In the AUTOREG procedure, the DWPROB option produces <EM>p</EM>-value for the Durbin-Watson test statistic. So what's the decison rule for the p value in a one-sided tes or a two-sided test? What is the inconclusive range for p value?</SPAN></P><P><SPAN>&nbsp; </SPAN></P></BODY></HTML> Mon, 04 Jun 2012 08:09:44 GMT https://communities.sas.com/t5/Statistical-Procedures/what-s-the-decision-rule-for-the-p-value-in-the-Durbin-Watson/m-p/131808#M6896 cathysu 2012-06-04T08:09:44Z Re: what's the decision rule for the p value in the Durbin-Watson test https://communities.sas.com/t5/Statistical-Procedures/what-s-the-decision-rule-for-the-p-value-in-the-Durbin-Watson/m-p/131809#M6897 <HTML><HEAD></HEAD><BODY><P>I believe the p values reported address only the rejection part, and do not do anything with the inconclusive range.&nbsp; I hope someone with more familiarity with the many procs that report a DW stat can step in with a more definitive answer.</P><P></P><P>Steve Denham</P></BODY></HTML> Mon, 04 Jun 2012 12:32:03 GMT https://communities.sas.com/t5/Statistical-Procedures/what-s-the-decision-rule-for-the-p-value-in-the-Durbin-Watson/m-p/131809#M6897 SteveDenham 2012-06-04T12:32:03Z