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st: How to get P Values for sargan and abond in ereturn


From   Shan Ghimire <shanmire@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to get P Values for sargan and abond in ereturn
Date   Sat, 1 Sep 2012 23:36:29 -0400

I am running a panel data regression using xtdpdsys. After running the
regression, I perform estat sargan and estat abond and I can see both
the test statistic values and p-values for them in the log window.
However, I would like to get the p-values from ereturn list for these
tests so that I can put these p-values at the end of the regression
table using esttab. The ereturn list gives me  only  the test
statistics - e(sargan) and e(arm2) but not the p-values for them.
Could anybody help me with that please?

Thank you in advance. Shan
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