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Re: st: D-W and panel data


From   Mikko Mäkinen <Mikko.Makinen@etla.fi>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: D-W and panel data
Date   Thu, 03 Jun 2004 18:12:34 +0300

Dear All,

I'm also a new user of Stata :-) As Justin wrote, you can calculate the D-W
statistic by using dummies and OLS. So, how does the -dwstat2- command
differ from the dummies and OLS approach?

- Mikko


At 21:00 2.6.2004 +0100, Clive Nicholas wrote:
>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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>
>
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