The Theil-Nagar p based on d statistic. Theil and Nagar have suggested that in small samples instead of estimating p as (1 - d/2), it should be estimated as

where n = the sample size
d = the Durbin-Watson d
k = the number of coefficients (including the intercept) to be estimated
Show that for large n, this estimate of p is equal to the one obtained by the simpler formula (1 - d / 2).

Transcribed Image Text:

n2(1 d/2) 2