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st: sargan test after reg3 (re-posting)


From   "Ousmane" <xalebifaye@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: sargan test after reg3 (re-posting)
Date   Mon, 21 Mar 2005 12:47:20 -0000

Deal All,
Is there any way to implement an sargan test after running reg3 (with
3sls option) as following :

reg3 (lndeptet lnsize nivinst2-nivinst4 oldcm age age_gap tr
tail2-tail5 strate1 strate2 wolof txeff1 ipeup1 ipeup3)
     (sholdinc lndeptet lnsize nivinst2-nivinst4 oldcm age age_gap tr
tail2-tail5 strate1 strate2 wolof) 
     (shfood sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shcloth sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shhealth sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shtransp sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shfurn sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shentert sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shhousing sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shothgs sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shcerem sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
     (shenseig sholdinc A4  A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2), 3sls;

where the endogenous variables are : lndeptet, sholdinc, shfood,
shcloth, shhealth, shtransp, shfurn, shentert, shhousing, shothgs,
shcerem, shenseig .

Any insight would be fully appreciated.
Thanks in advance    



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