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st: The explanation of Sargan statistic and Endogeneity test for ivreg2


From   "George_Huang" <cjhuang168@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
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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