check_autocorrelation: Check model for independence of residuals.
Description
Check model for independence of residuals, i.e. for autocorrelation
of error terms.
Usage
check_autocorrelation(x, ...)
# S3 method for default
check_autocorrelation(x, nsim = 1000, ...)
Value
Invisibly returns the p-value of the test statistics. A p-value < 0.05
indicates autocorrelated residuals.
Arguments
x
A model object.
...
Currently not used.
nsim
Number of simulations for the Durbin-Watson-Test.
Details
Performs a Durbin-Watson-Test to check for autocorrelated residuals.
In case of autocorrelation, robust standard errors return more accurate
results for the estimates, or maybe a mixed model with error term for the
cluster groups should be used.