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st: Sargan Test
From
momo <[email protected]>
To
[email protected]
Subject
st: Sargan Test
Date
Fri, 18 Feb 2011 02:15:27 -0800 (PST)
Dear Statalisters
I used Stata 11 for the DPDsys of Arellano-Bover/Blundell Bond estimation,
in the posttestiation, I have a question concerning the Sargan test of
over-identifying which I got the following results for two equations:
Sargan test of overidentifying restrictions
H0: overidentifying restrictions are valid
chi2(114) = 120.7602
Prob > chi2 = 0.3145
Sargan test of overidentifying restrictions
H0: overidentifying restrictions are valid
chi2(117) = 116.0779
Prob > chi2 = 0.5067
so, what could this tell you, and could we rely on these results.
Your cooperation would be much appreciated.
Many Thanks
--
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