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Re: st: Arellano Bond first stage regressions


From   delhawary@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Arellano Bond first stage regressions
Date   Wed, 29 Jun 2005 18:25:19 -0400

Julian,
I am also using xtabond2  and I am having problems getting the validity of
instruments accepted. I get P-value = 0, resulting from the Hansen J test.  and
so far I cannot figure out why this is the case.

Could you expalin what do you mean by failing to reject the test of
over-identifying restrictions ?.
I mean do you get the validity of instruments accepted or rejected ?.

Dahlia Anwar El- Hawary
Consultant
Financial Sector Operations and Policy Department
World Bank
Tel: 202 473 5238
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