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st: Re: durbina2


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: durbina2
Date   Wed, 28 Sep 2005 09:21:37 -0400

All of the routines in my 'panelauto' package require that you provide a single panel. Thus

webuse grunfeld
reg invest L.invest time
durbina2

reports an error, since more than one panel (company) enters the regression. But if you reg ... if company==1 you may then use durbina2. Official Stata 7's durbina will not work in that context. But Durbin's alternative test (like the D-W) is not made to test for AR(1) in multiple time series, so your regression below cannot be followed by a Durbin test of any flavor.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Sep 28, 2005, at 2:33 AM, statalist-digest wrote:


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);
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