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st: Simulation: return overidentifying statistics

From   John Antonakis <[email protected]>
To   [email protected]
Subject   st: Simulation: return overidentifying statistics
Date   Sat, 19 Sep 2009 09:56:12 +0200


I would like to do a Monte Carlo to see how the Hansen J test behaves when varying sample size.

I can't figure out how to return and simulate the chi-square, df, and p-values for each run.



Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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