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st: RE: difficulty in explaining GMM sargan overid


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: difficulty in explaining GMM sargan overid
Date   Fri, 25 Jun 2010 00:58:20 +0100

Binta,

If I understand your situation correctly, your Sargan test is basically useless, and so would a J stat.  Here's why.



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