Elizabeth:
-estout- gives you an "invalid syntax" error message, because you separated
sargan and sarganp by a comma, which means that sarganp is considered to
be a suboption, and no such suboption exists.
-xtabond- saves the Chi square statistic of the Sargan test (e(sargan)) and the
degrees of freedom (e(sar_df)), but not the p-value. I don't think that -estout- is
able to figure out that these two belong together. If that's the case than -estout-
won't be able to automatically generate the p-values for you you'll have to add
the p-values manually.
You can find out what values a Stata command stores and how they are called
by typing -ereturn list- (if it is an estimation command) or -return list- if it is
another type of command.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Asiedu, Elizabeth
Sent: dinsdag 3 oktober 2006 13:05
To: [email protected]
Subject: st: Obtaining Sargan Staitstic and P-values using outreg command
The estimations using xtabond reports the p-values for the test for autocorrelation, the Sargan test statistic and also the Sargan p-value. Is it possible to have these three values reported in a table, using the outreg command? I tried addstat (sagan, sarganp) however, I got the error message "invalid synthax".
Thanks
Elizabeth Asiedu
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