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Re: st: D-W and panel data


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: D-W and panel data
Date   Wed, 2 Jun 2004 21:00:22 +0100 (BST)

Justin G. Gardner wrote:

> 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
> to STATA.

Welcome to the Statalist, Justin. No worries: I'm a simple man who likes
simple questions! The -dwstat- command is what you're looking for, I
think:

. reg y x1 x2
. dwstat

However, for panel models like -xtreg- and the rest, Kit Baum's
-panelauto- includes a slightly different version, called -dwstat2-: type
-ssc install panelauto.

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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