There is less contradiction here than might be inferred.
The module -spautoc- was not intended to be used
post-modelling as it does not specifically apply to residuals.
It is difficult to say more without clarification of what
Major Ruter is seeking here.
Nick
[email protected]
Austin Nichols
> Philip and Nick--
> What Nick says is quite (American sense) true, but see -ssc install
> spautoc- (by Nick Cox) or -findit spatcorr- (by Pisati) and page 20 of
> http://csiss.ncgia.ucsb.edu/learning_resources/content/papers/
> baltchap.pdf
> which notes of Moran's I :
>
> The statistic shows a striking similarity
> to the familiar Durbin-Watson test.
>
> (and refers to "an extensive discussion" in Anselin, L. and A. Bera
> (1998). Spatial dependence in linear regression models with an
> introduction to spatial econometrics. In: A. Ullah and D. E. A. Giles,
> Eds., Handbook of Applied Economic Statistics, pp. 237–289).
>
> But you may be interested in the cluster option for various regression
> commands, which estimates SEs robust to arbitrary intra-cluster
> correlations, assuming you have enough clusters (say 50 or more), e.g.
> 51 states (improperly counting the disenfranchised DC) as clusters in
> an analysis of US data.
>
> --Austin
>
> On 11/16/06, Nick Cox <[email protected]> wrote:
> > Durbin-Watson tests are for serial autocorrelation.
> > Serial autocorrelation is defined only for
> > a time series, or at the broadest for a one-dimensional
> > spatial series in which influences are propagated in one
> > direction only (even for rivers or streams this is
> > difficult to believe). If your data are spatial you need
> > something else. If you want something else completely,
> > please tell us what you have in mind.
> >
> > Nick
> > [email protected]
> >
> > Ruter Philip E Maj AFIT/ENV
> >
> > > I can find several places in Stata to calculate a Durbin-Watson
> > > statistic for time series and panel models. Is it possible
> > > to calculate
> > > a D-W statistic for cross-sectional data without a time-series
> > > component? Any Help would be greatly appreciated.
>
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