Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: DW-statistic for the example in Gujarati(2003) p.641

From   "Armen Khachatryan" <>
To   <>
Subject   st: DW-statistic for the example in Gujarati(2003) p.641
Date   Fri, 9 Dec 2005 16:49:44 +0100

I hope someone can give me a clue why I fail to get Durbin-Watson statistic
when I replicate the example in Gujarati(2003) p.641 when regressing y on x2
x3 using the famous Grunfeld investment data, and then typing -estat
The error says -no multiple panels allowed-. Gujarati used Eviews, and I got
the reported d-statistic using Eviews as well.
In addition, I calculated the result step by step in Stata using the formula
for d. I got  exactly what Eviews reported.
By the way, the number for d reported in Gujarati (2003) p. 641 is not
correct all other figures being the same as I get after the OLS in Stata and

My question: why I can't get that statistic in Stata directly? Am I missing
an obvious thing? Thanks in advance.


Armen Khachatryan
PhD Research Fellow, Scientific Assistant
Institute for Farm Management (410B)
University of Hohenheim
Schloss Osthof-Sued
70599 Stuttgart, Germany
Tel: +49 711 459 4264 
Fax: +49 711 459 3709 

No virus found in this outgoing message.
Checked by AVG Free Edition.
Version: 7.1.371 / Virus Database: 267.13.13/197 - Release Date: 09.12.2005

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index