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RE: st: Basic question on interpreting Durbin alternative testfor autocorrelation


From   "Josiane Georges" <jgeorges@health.nyc.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Basic question on interpreting Durbin alternative testfor autocorrelation
Date   Thu, 20 Dec 2007 10:03:30 -0500

Robert and Kit:

Thank you kindly for your responses!

All the best,

Josiane

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert A
Yaffee
Sent: Wednesday, December 19, 2007 7:04 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Basic question on interpreting Durbin alternative
testfor autocorrelation

Dear Josiane,
   Without a significant test result, it does not appear
that you have significant autocorrelation for the specified model.
     Regards,
          Robert Yaffee


----- Original Message -----
From: Josiane Georges <jgeorges@health.nyc.gov>
Date: Tuesday, December 18, 2007 12:53 pm
Subject: st: Basic question on interpreting Durbin alternative test for
autocorrelation
To: statalist@hsphsun2.harvard.edu


> This is my first time running this test and I am not sure how to
> interpret the results.
> 
> . estat durbinalt
> 
> Durbin's alternative test for autocorrelation
>
------------------------------------------------------------------------
> ---
>     lags(p)  |          chi2               df                 Prob >
> chi2
>
-------------+----------------------------------------------------------
> ---
>        1     |          0.998               1                   0.3179
>
------------------------------------------------------------------------
> ---
>                         H0: no serial correlation
> 
> Does this mean the regression model I just created contains a serial
> correlation?
> 
> Josiane "Josie" Georges
> Analyst, Liaison to the Division of Mental Hygiene
> Policy & Planning
> DOHMH
> Tel: 212-788-5342
> Fax: 212-788-5353
> 
> 
> 
> 
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