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st: Re: Sargan pval in xtabond
On Nov 14, 2003, at 2:33 AM, Kai wrote:
After xtabond, the command "ereturn list" only returns among others the
Sargan test statistic, but not the probability. Is there a way to
this probability as a e(.) result for further processing? What do I
to include in the xtabond.ado?
di as txt "Sargan test of over-identifying restrictions: ";
di as txt _col(10) "chi2(" as res e(zcols)-e(df_m) as txt ") = "
as res %8.2f e(sargan) _col(35) as txt "Prob > chi2 = "
as res %6.4f chiprob(e(zcols)-e(df_m),e(sargan)) ;
Just do the line
scalar sarganp = chiprob(e(zcols)-e(df_m),e(sargan))
after you run xtabond, and it will save the result as a scalar, which
may be used in further calculations.
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