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st: Sargan test after xtdpdsys vce(robust)
From
Angela C <[email protected]>
To
[email protected]
Subject
st: Sargan test after xtdpdsys vce(robust)
Date
Sat, 9 Feb 2013 19:07:29 +0200
Dear All,
i am using Stata12 to analyse panel data using xtdpdsys.
While xtdpdsys and estat abond work fine, when i try to perform a
sargan test the output is as follows:
Sargan test of overidentifying restrictions
H0: overidentifying restrictions are valid
cannot calculate Sargan test with vce(robust)
chi2(118) = .
Prob > chi2 = .
I cannot perform it even when i webuse abdata, just following the
manual's instructions..
Why doesn't it work on Robust Standard Errors? should i use some other command?
Other statalist topics adressing estat sargan after xtdpdsys could not help.
If anyone could please help me, i would really appreciate it!
Best Regards
Angela
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