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st: Sargan Test


From   momo <[email protected]>
To   [email protected]
Subject   st: Sargan Test
Date   Fri, 18 Feb 2011 02:15:27 -0800 (PST)

Dear Statalisters

I used Stata 11 for the DPDsys of Arellano-Bover/Blundell Bond estimation, 
in the posttestiation, I have a question concerning the Sargan test of
over-identifying which I got the following results for two equations:


Sargan test of overidentifying restrictions
        H0: overidentifying restrictions are valid

        chi2(114)    =  120.7602
        Prob > chi2  =    0.3145


Sargan test of overidentifying restrictions
        H0: overidentifying restrictions are valid

        chi2(117)    =  116.0779
        Prob > chi2  =    0.5067

so, what could this tell you, and could we rely on these results.


Your cooperation would be much appreciated.
Many Thanks

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