Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Shan Ghimire <shanmire@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: How to get P Values for sargan and abond in ereturn |
| Date | Sat, 1 Sep 2012 23:36:29 -0400 |
I am running a panel data regression using xtdpdsys. After running the regression, I perform estat sargan and estat abond and I can see both the test statistic values and p-values for them in the log window. However, I would like to get the p-values from ereturn list for these tests so that I can put these p-values at the end of the regression table using esttab. The ereturn list gives me only the test statistics - e(sargan) and e(arm2) but not the p-values for them. Could anybody help me with that please? Thank you in advance. Shan * * 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/