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st: Arellano-Bond and Sargan/Hansen Test


From   ahmed al-darwish <[email protected]>
To   [email protected]
Subject   st: Arellano-Bond and Sargan/Hansen Test
Date   Wed, 27 Feb 2008 06:51:44 -0800 (PST)

Dear Statalisters;
 I have a question regarding the over-identification
restriction Tests(Sargan or Hansen test). When using a
DPD estimator I always get these tests' p-values
equals one (chi2=45 and p-val = 1.000); does that cast
any doubt on my estimation results or my model?!
 
Any suggestion or comments will be highly appreciated.


Cheers;

Ahmed  


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