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st: RE: Durbin-Watson in Stata for non-time series


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Durbin-Watson in Stata for non-time series
Date   Thu, 16 Nov 2006 16:10:19 -0000

Durbin-Watson tests are for serial autocorrelation.
Serial autocorrelation is defined only for 
a time series, or at the broadest for a one-dimensional
spatial series in which influences are propagated in one 
direction only (even for rivers or streams this is 
difficult to believe). If your data are spatial you need
something else. If you want something else completely, 
please tell us what you have in mind. 

Nick 
[email protected] 

Ruter Philip E Maj AFIT/ENV
 
> I can find several places in Stata to calculate a Durbin-Watson
> statistic for time series and panel models.  Is it possible 
> to calculate
> a D-W statistic for cross-sectional data without a time-series
> component?   Any Help would be greatly appreciated. 

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