Durbin–Watson d-statistic

[Denis Beuca]

regress lnhartlepool1 lnsunderland1

Source | SS df MS Number of obs = 842
-------------+---------------------------------- F(1, 840) = 5043.12
Model | 1410.8911 1 1410.8911 Prob > F = 0.0000
Residual | 235.003067 840 .279765556 R-squared = 0.8572
-------------+---------------------------------- Adj R-squared = 0.8570
Total | 1645.89416 841 1.95706797 Root MSE = .52893

-------------------------------------------------------------------------------
lnhartlepool1 | Coefficient Std. err. t P>|t| [95% conf. interval]
--------------+----------------------------------------------------------------
lnsunderland1 | .797303 .0112273 71.01 0.000 .7752662 .8193398
_cons | -.1659233 .0475499 -3.49 0.001 -.2592538 -.0725928
-------------------------------------------------------------------------------

. estat dwatson

Durbin–Watson d-statistic( 2, 842) = .9615761






Hi, I am new to Stata, just wanted to ask in the regression is the R-squared bigger or smaller than Durbin-Watson D-statistic value shown below the regression ?

[Rich Goldstein]

well, the R-squared is 0.86 and d is 0.96 so I'm confused about your question and worried that I am missing something; please clarify your question

added: please post your material within CODE blocks as it becomes much easier to read; if you are not familiar with CODE blocks, please see the FAQ

[George Ford]

Are you using time series data?

And, why would you care about their relative sizes?