Ousemane,
Quoting Ousmane <[email protected]>:
> Deal All,
> Is there any way to implement an sargan test after running reg3 (with
> 3sls option)
As far as I know, only if you code it yourself. The last time I checked,
-findit Sargan- didn't turn up anything for reg3, but you may want to
check again for yourself.
--Mark
> 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
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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* http://www.ats.ucla.edu/stat/stata/
