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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