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st: RE: difficulty in explaining GMM sargan overid
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: difficulty in explaining GMM sargan overid
Date
Fri, 25 Jun 2010 00:58:20 +0100
Binta,
If I understand your situation correctly, your Sargan test is basically useless, and so would a J stat. Here's why.