Why is it set up like that? The names of the returned results are one
of those things that isn't conceptually hard, but easy to forget. This
is precisely the kind of info I would like to have in the online help,
similar to how the syntax (also easy to forget) is put into the online
help.
Tim
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Wednesday, February 01, 2006 4:22 PM
To: [email protected]
Subject: st: RE: Re: Sargan test stat and pval
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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