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Re: st: sargan test after reg3 (re-posting)


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, Ousmane <xalebifaye@yahoo.co.uk>
Subject   Re: st: sargan test after reg3 (re-posting)
Date   Mon, 21 Mar 2005 17:41:34 +0000 (GMT)

Ousemane,

Quoting Ousmane <xalebifaye@yahoo.co.uk>:

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

As far as I know, only if you code it yourself.  The last time I checked, 
-findit Sargan- didn't turn up anything for reg3, but you may want to 
check again for yourself.

--Mark

> 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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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes

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