These commands can only be used with time-series data not panel data, however,
take a look at Kit Baum's "panelauto" module which supports tests for
autocorrelation on panel data.
Scott
----- Original Message -----
From: "Clive Nicholas" <[email protected]>
To: <[email protected]>
Sent: Friday, February 27, 2004 6:03 PM
Subject: st: -bgodfrey-, -durbina- and -dwstat- won't work!
> All,
>
> I seem to have come at this late in the day, but I wonder if anybody else
> has found difficulty executing -bgodfrey-, -durbina- or -dwtest- after
> -reg-. I'm afraid I cannot replicate this with exact output for technical
> reasons, but currently I get:
>
> command may not used with panel data
> r(459);
>
> This happens regardless of whether I -tsset- or not and whether I use
> panels containing multiple rows of data or single-row cases.
>
> CLIVE NICHOLAS |t: 0(44)191 222 5969
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