id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-800	Gupta, Arjun K.; Kabe, D.G.; Niwitpong, S.	A Generalization of Durbin-Watson Statistic	2010	8	.pdf	application/pdf	2195	154	85	Introduction For the univariate normal linear regression model Y = Xβ + e, e ∼ N(0,σ2 I) (1) where Y is an n component (column) vector, β has q components, X is n× q and of rank q < n, σ2 is unknown, the Durbin-Watson statistic d is defined as follows, (Y − Xβ)′(Y − Xβ) = (β − β̂)′X ′X (β − β̂) + With 2g = (p+ 1), we write this result as ∫ A+B=D exp{−t r(A+ B)}|A|n−g |B|q−goF1(n;∆A)oF1(q;ΩB)dAdB = K exp{−t rD}|D|n+q−g oF1(q; (∆+Ω)D) (15) or formally that oF1(n;∆A)oF1(q;ΩB) = oF1(n+ q; (∆+Ω)(A+ B)).	cache/ejpam-800.pdf	txt/ejpam-800.txt