The Durbin-Watson test for neural regression models

被引：0

作者：

Holt, W ^{[1
]}

Refenes, P ^{[1
]}

机构：

[1] London Business Sch, Dept Decis Sci, London NW1 4SA, England

来源：

RISK MANAGEMENT, ECONOMETRICS AND NEURAL NETWORKS | 1998年

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The need to subject neural regression models to residual diagnostic tests is justified. A generalisation of the Durbin-Watson statistic is introduced for neural network regression models. The distribution of the statistic is estimated using approximation and exact methods (Imhof algorithm).

引用

页码：57 / 68

页数：12

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