How to use outreg2 after xtoverid command

[Siu Fung]

Dear all,

I am writing to ask about what options should I put in order to export the Sargan-Hansen statistic to the word document ?

Kind Regards,
Siu

[Andrew Musau]

outreg2 and xtoverid are from SSC.

webuse grunfeld
xtreg invest mvalue kstock, re
xtoverid
return list
outreg2 using myfile.rtf, addstat("Sargan-Hansen statistic", `r(j)')

Res.:

. xtoverid

Test of overidentifying restrictions: fixed vs random effects
Cross-section time-series model: xtreg re   
Sargan-Hansen statistic   2.131  Chi-sq(2)    P-value = 0.3445

. return list

scalars:
                r(jdf) =  2
                 r(jp) =  .3444924618801534
                  r(j) =  2.131366140205294




  

(1)

VARIABLES
invest




mvalue
0.110***


(0.0105)

kstock
0.308***


(0.0172)

Constant
-57.83**


(28.90)




Observations
200

Number of company
10

Sargan-Hansen statistic
2.131