Hansen Test with large samples

[Sandra Canizares]

I have a problem with Sargan-Hansen test in my panel data. I have more than 85,000 obervations and, applying xtabond2 command, I always get a p-value = 0.000 for the Hansen test. Can the problem be related to this large sample? I wonder if this test is valid in this case.
Thank you in advance for your answers.

[Sebastian Kripfganz]

Please avoid double postings of your questions.