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st: The explanation of Sargan statistic and Endogeneity test for ivreg2
From
"George_Huang" <[email protected]>
To
<[email protected]>
Subject
st: The explanation of Sargan statistic and Endogeneity test for ivreg2
Date
Thu, 5 Jul 2012 17:29:59 +0800
Dear Statalists,
I have used the comment ivreg2. If I got following results:
(1) The p value of Sargan statistic and Endogeneity test are both > .05 .
(2) The p value of Sargan statistic and Endogeneity test are both < .05 .
(3) The p value of Sargan statistic is < .05 and the p value of Endogeneity
test is > .05 .
(4) The p value of Sargan statistic is > .05 and the p value of Endogeneity
test is < .05 .
How can I explain the above results and what should I do next step?
Any suggestions or solutions highly appreciated.
Many thanks in advance.
George
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