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Re: st: RE: Arellano-Bond and Sargan/Hansen Test
Thanks Lorena...for the paper, it is really helpful
Ahmed
--- Lorena Barberia <[email protected]> wrote:
> Ahmed,
>
> I recommend reading the following paper by David
> Roodman "A Short Note on
> Too Many Instruments" that is available at the
> following link:
>
>
http://www.cgdev.org/content/publications/detail/14256.
>
> His papers have been very helpful for me.
>
> Lorena
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On
> Behalf Of ahmed al-darwish
> Sent: Wednesday, February 27, 2008 11:52 AM
> To: [email protected]
> Subject: st: Arellano-Bond and Sargan/Hansen Test
>
> 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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