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RE: st: xtdpdsys and outreg2


From   Pablo Esteban Jimenez <pjimenez@deakin.edu.au>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtdpdsys and outreg2
Date   Sun, 13 Feb 2011 16:07:51 +1100

I am sorry for my dumb mistake. I was reading a paper of Sargent and I mixed up the names.
Thanks for the correction and the trick.

PJ
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Christopher Baum
Sent: Sunday, February 13, 2011 8:12 AM
To: statalist@hsphsun2.harvard.edu
Subject: re: st: xtdpdsys and outreg2

<>
I want to report the p-value of Sargent test after running xtdpdsys using outreg2. The p-value is not stored in the e(.) so I cannot use addstat. 

I am wondering if one of you know how to report this value using outreg2.


I think you mean the Sargan test. (Tom) Sargent is a macroeconomist; Denis Sargan is an econometrician who departed our company in 1996. It is his test that is customarily reported in DPD estimation. The Sargan test is not printed on the xtdpdsys output, but there is indeed an e(sargan) in the ereturn list. If you want to see the Sargan test result, do -estat sargan- after xtdpdsys.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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