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st: RE: ...residulas indipendence test...


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ...residulas indipendence test...
Date   Tue, 20 Apr 2004 17:46:12 +0100

Indeed. Durbin-Watson tests _specifically_
for dependence w.r.t. time. Once everything
is for the same time, that is not 
applicable. Even if you had something 
exceptional, like observations in a one-dimensional 
spatial series, the kind of dependency 
which might be expected there would not 
match what Durbin-Watson tests for, i.e. "previous"
in time does not correspond to "next" in space.  
That is, in space, one expects influences to 
propagate in all directions, not just from 
"past" to "present". 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of
> fabiopericolini@fastwebnet.it
> Sent: 20 April 2004 17:20
> To: stata group mail
> Subject: st: ...residulas indipendence test...
> 
> 
> My question is about the verify of the OLS residuals 
> indipendnce assumption.
> In the web book in UCLA web site I heve read that is possible 
> use the DW
> test also for the cross-sectional regression (but I have 
> study that the
> DW is only for the time series) or apply a grafic method but 
> it seems to
> me not very clear, and so I asked for any help.
> 
> Many many thanks.
> 
> 
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