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st: D-W and panel data

From   "Justin G. Gardner" <>
Subject   st: D-W and panel data
Date   Wed, 2 Jun 2004 10:43:02 -0500

I have a panel model, and I need to compute the D-W 
Statistic.  I have checked the help files and the manuals, 
but did not find what I need.

Specifically I need to do two things:

1)  Another researcher did NOT use a panel model but computed 
the D-W statistic. (Instead they used dummy variables, which 
should give an equivalent result) I would like to verify his 
result.  When I set my data as a panel and try this I get an 
error.  I do not know if the other researcher used STATA.

2)  Obviously, I would like to run a panel model and see if I 
get the same results, including the D-W statistic.  

Please forgive me for this rather simple question, I am new 

Thank you in advance for your help.
Justin G. Gardner
Ph.D. Candidate
Department of Agriculture and Consumer Economics
University of Illinois at Urbana-Champaign
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