st: Re: Sargan test stat and pval

[Kit Baum <baum@bc.edu>]

Ben is quite correct, but for those who do not relish diving into the  
lengthy code, please note that -help ivreg2- (like all well- 
documented Stata routines) lists all of the dozens of return values  
that are available: e.g.

...
   e(sargan)      Sargan statistic
   e(sarganp)     p-value of Sargan statistic
   e(sargandf)    dof of Sargan statistic = degree of  
overidentification = L-K
...

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Feb 1, 2006, at 2:33 AM, statalist-digest wrote:


> Priya wrote:
> > I am using the command estout [estout *, cells(b(star fmt(%9.3f))
> p(par))
> > style (fixed) stats(r2 sargan)]
> >  to tabulate my regression results from ivreg2. From the above
> command,
> > the Sargan Statistic appears in the table. Any clue how to tabulate
> the
> > Sargan P-value  as well?
>  . viewource ivreg2.ado
>
> reveals the Sargan P-value will be returned in e(sarganp) as long  
> as the
> Sargan statistic is not 0 and not missing. Thus, just type
>
>  estout *, ... stats(r2 sargan sarganp)
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