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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 

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