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Re: st: RE: Arellano-Bond and Sargan/Hansen Test


From   ahmed al-darwish <dar_ahmed@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Arellano-Bond and Sargan/Hansen Test
Date   Wed, 27 Feb 2008 07:52:45 -0800 (PST)

Thanks Lorena...for the paper, it is really helpful

Ahmed
--- Lorena Barberia <barberia@fas.harvard.edu> wrote:

> Ahmed,
> 
> I recommend reading the following paper by David
> Roodman "A Short Note on
> Too Many Instruments" that is available at the
> following link: 
> 
>
http://www.cgdev.org/content/publications/detail/14256.
> 
> His papers have been very helpful for me. 
> 
> Lorena
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On
> Behalf Of ahmed al-darwish
> Sent: Wednesday, February 27, 2008 11:52 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Arellano-Bond and Sargan/Hansen Test
> 
> 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.
> 
> 
> Cheers;
> 
> Ahmed  
> 
> 
>  
>
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