[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Arellano-Bond and Sargan/Hansen Test

From   ahmed al-darwish <>
Subject   st: Arellano-Bond and Sargan/Hansen Test
Date   Wed, 27 Feb 2008 06:51:44 -0800 (PST)

Dear Statalisters;
 I have a question regarding the over-identification
restriction Tests(Sargan or Hansen test). When using a
DPD estimator I always get these tests' p-values
equals one (chi2=45 and p-val = 1.000); does that cast
any doubt on my estimation results or my model?!
Any suggestion or comments will be highly appreciated.



Looking for last minute shopping deals?  
Find them fast with Yahoo! Search.
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index