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
dwatson-?
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
Eviews.
My question: why I can't get that statistic in Stata directly? Am I missing
an obvious thing? Thanks in advance.
Armen
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:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
