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Glossary Advanced Regression / Term

Durbin-Watson Statistic

A test for autocorrelation or serial correlation in the residuals of a least squares regression analysis. As the autocorrelation increases, the Durbin-Watson goes down. The larger the autocorrelation, the less reliable the results of the regression analysis.

Permanent link Durbin-Watson Statistic - Modification date 2020-01-17 - Creation date 2020-01-17


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