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st: xtDPDsys postestimation
From
momo <[email protected]>
To
[email protected]
Subject
st: xtDPDsys postestimation
Date
Sat, 19 Mar 2011 03:38:01 -0700 (PDT)
Hi all
I run two equations using xtdpdsys, the postestmation came as follows
First equation
estat sargan
Sargan test of overidentifying restrictions
H0: overidentifying restrictions are valid
chi2(117) = 116.0779
Prob > chi2 = 0.5067
. estat abond
artests not computed for one-step system estimator with vce(gmm)
Arellano-Bond test for zero autocorrelation in first-differenced errors
+-----------------------+
|Order | z Prob > z|
|------+----------------|
| 1 |-1.8738 0.0610 |
| 2 | 1.4523 0.1464 |
+-----------------------+
H0: no autocorrelation
Second equation
. estat sargan
Sargan test of overidentifying restrictions
H0: overidentifying restrictions are valid
chi2(114) = 120.7602
Prob > chi2 = 0.3145
. estat abond
artests not computed for one-step system estimator with vce(gmm)
Arellano-Bond test for zero autocorrelation in first-differenced errors
+-----------------------+
|Order | z Prob > z|
|------+----------------|
| 1 | -1.956 0.0505 |
| 2 | 1.2733 0.2029 |
+-----------------------+
H0: no autocorrelation
So what do you think of these results
Any remarks are highly appreciated
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