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st: Sargan test after xtdpdsys vce(robust)

From   Angela C <>
Subject   st: Sargan test after xtdpdsys vce(robust)
Date   Sat, 9 Feb 2013 19:07:29 +0200

Dear All,

i am using Stata12 to analyse panel data using xtdpdsys.

While xtdpdsys and estat abond work fine, when i try to perform a
sargan test the output is as follows:

Sargan test of overidentifying restrictions
        H0: overidentifying restrictions are valid
        cannot calculate Sargan test with vce(robust)

        chi2(118)    =         .
        Prob > chi2  =         .

I cannot perform it even when i webuse abdata, just following the
manual's instructions..

Why doesn't it work on Robust Standard Errors? should i use some other command?

Other statalist topics adressing estat sargan after xtdpdsys could not help.

If anyone could please help me, i would really appreciate it!

Best Regards

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