Is the Durbin-Watson value sufficient to detect the intercept of the regression model?

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Imran Anwar

Mohammad Etoom I don't find any relation between Durbin-Watson statistics and the intercept of a regression model. However, below attached is an article talks about the power of the Durbin-Watson test for a regression model without intercept.

David Eugene Booth

No but with stepwise does it even matter?. Best wishes

Vero Calderón M.

Hi there. First: you should have a strong theory (or a very good reason) so you can be excluding the intercept. Even if you have it, all the statistics are calculated with another SSR specification. So, be very careful with the next steps you take. The Durbin Watson can be estimated, but it does not help to decide if you should keep or not the intercept. Mohammad Etoom