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st: RE: Obtaining Sargan Staitstic and P-values using outreg command


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Obtaining Sargan Staitstic and P-values using outreg command
Date   Tue, 3 Oct 2006 13:26:32 +0200

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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Asiedu, Elizabeth
Sent: dinsdag 3 oktober 2006 13:05
To: statalist@hsphsun2.harvard.edu
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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