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st: durbina2


From   "Rachel Bouvier" <rbouvier@usm.maine.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: durbina2
Date   Tue, 27 Sep 2005 15:08:00 -0400

Hi all - 

I have panel data for which I would like to test for autocorrelation. 
I downloaded and installed the module for durbina2 (I am running Stata 7
- I know that there's a newer version in Stata, but...). 

I run my usual model:

xi: regress lnpoll predict flux pop_dens pop_dens2 year i.index, where
index is my panel variable.

Then, I type

durbina2

and the error message I get is:

if not allowed
r(101);

Can anyone shed any light on this matter?  Thanks!  -Rachel
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