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| From | Sukesh Patro <kksp.stata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Different coefficient magnitudes in ols and 2sls estimation |
| Date | Thu, 22 Apr 2010 14:30:22 -0500 |
Yes. There is a previous message in which I posted the Sargan test value (Chi-Sq was 6.259 and p-value of 0.0124). Thanks again, Sukesh On Thu, Apr 22, 2010 at 2:25 PM, Christopher Baum <baum@bc.edu> wrote: > If you are using -ivreg2- of Baum/Schaffer/Stillman, you have the Sargan or Hansen test statistics in the output > in an overidentified model. They are produced automatically. > Kit Baum | Boston College Economics and DIW Berlin | http://ideas.repec.org/e/pba1.html > An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html > An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/