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Re: st: clustering with xtabond2

From   Maarten buis <>
Subject   Re: st: clustering with xtabond2
Date   Mon, 12 Oct 2009 10:33:07 +0000 (GMT)

--- On Mon, 12/10/09, Francesco Trivieri wrote:
> I'm using the xtabond2 command and the Hansen test of
> overid. restrictions is not significant, its p-value being
> always lower than 0.20 . When I cluster the observations,
> yet, the p-value is 1 or very close to it. Is the Hansen not
> reliable when  clustering?

I don't know the answer, but I do know that small p-values 
(close to 0) indicate significant results, i.e. a rejection 
of the null-hypothesis. Large p-values (close to 1) indicate
non-significant results, i.e. you are not able to reject 
the null-hypothesis.

(The limit .20 is very unusual, usualy .05 is chose and 
sometimes .10  or .01)

-- Maarten

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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