TheilNagar Ï estimate based on d statistic. Theil and Nagar have suggested that, in small samples, instead
Question:
where n = total number of observations, d = DurbinWatson d, and k = number of coefficients (including the intercept) to be estimated. Show that for large n, this estimate of Ï is equal to the one obtained by the simpler formula (1 d/2).
Transcribed Image Text:
n2(1 – d/2) + k2 p = n² – k2 %3D
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