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Durbin-Watson test Warning #3

@vivekag7

Description

@vivekag7
In lmtest::dwtest(mod) :
  exact p value cannot be computed (not in [0,1]), approximate p value will be used

Likely causes:

  • Small sample size: The Durbin-Watson test is sensitive to the number of observations. With fewer than ~15 observations, it struggles to compute exact p-values.
  • Perfect multicollinearity or singularity: Something odd in your model might be causing unstable residuals.
  • Constant residuals or very low variance in residuals.
  • NA or NaN values in the model or data frame.

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