Deal All,
Is there any way to implement an sargan test after running reg3 (with
3sls option) as following :
reg3 (lndeptet lnsize nivinst2-nivinst4 oldcm age age_gap tr
tail2-tail5 strate1 strate2 wolof txeff1 ipeup1 ipeup3)
(sholdinc lndeptet lnsize nivinst2-nivinst4 oldcm age age_gap tr
tail2-tail5 strate1 strate2 wolof)
(shfood sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shcloth sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shhealth sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shtransp sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shfurn sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shentert sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shhousing sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shothgs sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shcerem sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2)
(shenseig sholdinc A4 A5 lnsize shfold shmold shmadult shfkid2
shmkid2 shfkid1 shmkid1 strate1-strate2), 3sls;
where the endogenous variables are : lndeptet, sholdinc, shfood,
shcloth, shhealth, shtransp, shfurn, shentert, shhousing, shothgs,
shcerem, shenseig .
Any insight would be fully appreciated.
Thanks in advance
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