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st: RE: durbin watson


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: RE: durbin watson
Date   Wed, 10 May 2006 10:41:09 +0900

David Drukker and Bill Gould wrote (excerpted):

We admit our interest in this was more about Mata and less about the
Durbin-Watson statistic.

The FORTRAN code posted by Tom Streichen, the amended version of the Applied
Statistics Algorithm AS 153 (AS R52) by R. W.  Farebrowther, amended by
Clint Cummins of TSP fame, can be found in Attachment 1.

We translated the routine to Mata and tested it; see Attachment 2.
We suspect many Mata users will be interested in that step.

--------------------------------------------------------------------------------

Thank you.  I'm striving to translate another _Applied Statistics_ algorithm
(partly) as an exercise in learning Mata.  This example and Bill Gould's
related _Stata Journal_ article have been very helpful.

Joseph Coveney

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