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st: RE: estout Sargan statistic and P-val.


From   "Ben Jann" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: estout Sargan statistic and P-val.
Date   Tue, 31 Jan 2006 18:22:16 +0100

Priya wrote:
> I am using the command estout [estout *, cells(b(star fmt(%9.3f))
p(par))
> style (fixed) stats(r2 sargan)]
>  to tabulate my regression results from ivreg2. From the above
command,
> the Sargan Statistic appears in the table. Any clue how to tabulate
the
> Sargan P-value  as well?

 . viewource ivreg2.ado

reveals the Sargan P-value will be returned in e(sarganp) as long as the
Sargan statistic is not 0 and not missing. Thus, just type 

 estout *, ... stats(r2 sargan sarganp)

ben 


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