I have been asked to use proc autoreg to compute the durbin watson statistic for a logistic regression problem. How to do?
Thank you. Mary
proc autoreg data=silica;
model y = exp(-(A B C)) / nlag=?;
There is no Durbin-Watson test for binomial data. However, you could consider fitting a GEE model in PROC GENMOD and using TYPE=AR or MDEP(1) to examine the estimated correlation between adjacent observations.
proc autoreg doesn't do logistic regression. What is the model that you wish to fit?
Use Proc GENMOD or Proc LOGISTIC instead 🙂
There is no Durbin-Watson test for binomial data. However, you could consider fitting a GEE model in PROC GENMOD and using TYPE=AR or MDEP(1) to examine the estimated correlation between adjacent observations.
thank you for your reply. will the autocorrelation between observations be the same as that between residuals?
mary
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