estat sargan

[Aamir Khan]

Hi experts, I tried to run estat sargan and estat abond but each time an error is generated "invalid subcommand sargan". Kindly guide me in this regard. Thanks

[William Lisowski]

This suggests perhaps that you tried to run estat sargan and estat abond after an estimation command which does not support using that subcommand for the estat postestimation command.

Lookling back at your previous topic, if you continue to use xtdpdsys, the following test using the example from the documentation shows that estat sargan is recognized for xtdpdsys. Try running this in your copy of Stata and see if it works.

. clear

. webuse abdata

. quietly xtdpdsys n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)

. estat sargan
Sargan test of overidentifying restrictions
        H0: overidentifying restrictions are valid

        chi2(32)     =    60.391
        Prob > chi2  =    0.0018

And from your previous topic, I will repeat my advice given there about improving your chances of getting a helpful answer by improving the way you pose questions. Many members are indeed experts in Stata but few are experts in reading minds.

Take a few moments to review the Statalist FAQ linked to from the top of the page, as well as from the Advice on Posting link on the page you used to create your post. Note especially sections 9-12 on how to best pose your question. It's particularly helpful to copy commands and output from your Stata Results window and paste them into your Statalist post using code delimiters [CODE] and [/CODE], and to use the dataex command to provide sample data, as described in section 12 of the FAQ.

The more you help others understand your problem, the more likely others are to be able to help you solve your problem.