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Re: Re: st: Saving Durbin Watson statistic from prais...


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: Saving Durbin Watson statistic from prais...
Date   Fri, 10 Sep 2004 08:50:40 -0500 (CDT)

Earlier today Dev <lexdvv@nottingham.ac.uk> wrote:

> ...I was running a Prais-Winsten regression and wanted to save the 
> Durbin-Watson statistic. I realised that either there is a typo mistake 
> in the time series manual or it is wrongly coded the other way round in 
> the ado file. In effect, e(dw) is meant to retrieve the DW stat from the 
> untransformed regression while e(w_0) does that for the transformed 
> regression, as per the manual. But it is actually the other way round...


Dev,

That is a typo in the manual.  e(dw_0) contains the DW statistic for 
the original (untransformed) regression, and e(dw) and contains the 
DW statistic for the transformed regression.

We will correct the error in the next printing of the [TS] manual.

  -- Brian Poi
  -- bpoi@stata.com

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