Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Obtaining Sargan Staitstic and P-values using outreg command

From   "Maarten Buis" <>
To   <>
Subject   st: RE: Obtaining Sargan Staitstic and P-values using outreg command
Date   Tue, 3 Oct 2006 13:26:32 +0200

-estout- gives you an "invalid syntax" error message, because you separated 
sargan and sarganp by a comma, which means that sarganp is considered to 
be a suboption, and no such suboption exists. 

-xtabond- saves the Chi square statistic of the Sargan test (e(sargan)) and the 
degrees of freedom (e(sar_df)), but not the p-value. I don't think that -estout- is 
able to figure out that these two belong together. If that's the case than -estout-
 won't be able to automatically generate the p-values for you you'll have to add 
the p-values manually. 

You can find out what values a Stata command stores and how they are called 
by typing -ereturn list- (if it is an estimation command) or -return list- if it is 
another type of command.


Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

-----Original Message-----
From: []On Behalf Of Asiedu, Elizabeth
Sent: dinsdag 3 oktober 2006 13:05
Subject: st: Obtaining Sargan Staitstic and P-values using outreg command

The estimations using xtabond reports the p-values for the test for autocorrelation, the Sargan test statistic and also the Sargan p-value. Is it possible to have these three values reported in a table, using the outreg command? I tried addstat (sagan, sarganp) however, I got the error message "invalid synthax".


Elizabeth Asiedu

*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index