Is this really part of the standard post-estimation toolkit in SPSS?!?
Can anyone confirm or deny?
sysuse auto, clear
qui reg pr mpg wei
g fake=_n
tsset fake
estat bgodfrey
set seed 1
g u=uniform()
sort u
g fak2=_n
tsset fak2
estat bgodfrey
On Thu, May 7, 2009 at 1:23 PM, Kit Baum <[email protected]> wrote:
> Calculating a D-W statistic on, e.g., a cross-section is asinine, and a
> program that lets you do it is a pretty lousy piece of software. As the sort
> order of a cross section is arbitrary, I can change the "serial correlation"
> between successive observations by just sorting the data on some other key.
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