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st: RE: Re: Sargan test stat and pval


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Re: Sargan test stat and pval
Date   Wed, 1 Feb 2006 21:21:56 -0000

This is not quite true. The official Stata standard is 
to document returned results in the manual, not 
the help file. 

Nick 
[email protected] 

Kit Baum

> 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

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