Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: ...residulas indipendence test...


From   [email protected]
To   "stata group mail" <[email protected]>
Subject   st: ...residulas indipendence test...
Date   Tue, 20 Apr 2004 18:19:37 +0200

My question is about the verify of the OLS residuals indipendnce assumption.
In the web book in UCLA web site I heve read that is possible use the DW
test also for the cross-sectional regression (but I have study that the
DW is only for the time series) or apply a grafic method but it seems to
me not very clear, and so I asked for any help.

Many many thanks.


*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index