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st: D-W and panel data
I have a panel model, and I need to compute the D-W
Statistic. I have checked the help files and the manuals,
but did not find what I need.
Specifically I need to do two things:
1) Another researcher did NOT use a panel model but computed
the D-W statistic. (Instead they used dummy variables, which
should give an equivalent result) I would like to verify his
result. When I set my data as a panel and try this I get an
error. I do not know if the other researcher used STATA.
2) Obviously, I would like to run a panel model and see if I
get the same results, including the D-W statistic.
Please forgive me for this rather simple question, I am new
Thank you in advance for your help.
Justin G. Gardner
Department of Agriculture and Consumer Economics
University of Illinois at Urbana-Champaign
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