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Re: st: D-W and panel data
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
. reg y x1 x2
However, for panel models like -xtreg- and the rest, Kit Baum's
-panelauto- includes a slightly different version, called -dwstat2-: type
-ssc install panelauto.
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