Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Sargan Test


From   momo <mmsabra@gmail.com>
To   statalist@hsphsun2.harvard.edu
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

-- 
View this message in context: http://statalist.1588530.n2.nabble.com/Sargan-Test-tp6039395p6039395.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index